categories
string
doi
string
id
string
year
float64
venue
string
link
string
updated
string
published
string
title
string
abstract
string
authors
sequence
stat.ME cs.LG stat.ML
null
1204.2477
null
null
http://arxiv.org/pdf/1204.2477v1
2012-04-11T15:35:43Z
2012-04-11T15:35:43Z
A Simple Explanation of A Spectral Algorithm for Learning Hidden Markov Models
A simple linear algebraic explanation of the algorithm in "A Spectral Algorithm for Learning Hidden Markov Models" (COLT 2009). Most of the content is in Figure 2; the text just makes everything precise in four nearly-trivial claims.
[ "Matthew James Johnson", "['Matthew James Johnson']" ]
stat.ML cs.CL cs.IR cs.LG
null
1204.2523
null
null
http://arxiv.org/pdf/1204.2523v1
2012-04-11T18:53:58Z
2012-04-11T18:53:58Z
Concept Modeling with Superwords
In information retrieval, a fundamental goal is to transform a document into concepts that are representative of its content. The term "representative" is in itself challenging to define, and various tasks require different granularities of concepts. In this paper, we aim to model concepts that are sparse over the vocabulary, and that flexibly adapt their content based on other relevant semantic information such as textual structure or associated image features. We explore a Bayesian nonparametric model based on nested beta processes that allows for inferring an unknown number of strictly sparse concepts. The resulting model provides an inherently different representation of concepts than a standard LDA (or HDP) based topic model, and allows for direct incorporation of semantic features. We demonstrate the utility of this representation on multilingual blog data and the Congressional Record.
[ "Khalid El-Arini, Emily B. Fox, Carlos Guestrin", "['Khalid El-Arini' 'Emily B. Fox' 'Carlos Guestrin']" ]
cs.DS cs.LG stat.ML
null
1204.2581
null
null
http://arxiv.org/pdf/1204.2581v1
2012-04-11T22:14:05Z
2012-04-11T22:14:05Z
Modeling Relational Data via Latent Factor Blockmodel
In this paper we address the problem of modeling relational data, which appear in many applications such as social network analysis, recommender systems and bioinformatics. Previous studies either consider latent feature based models but disregarding local structure in the network, or focus exclusively on capturing local structure of objects based on latent blockmodels without coupling with latent characteristics of objects. To combine the benefits of the previous work, we propose a novel model that can simultaneously incorporate the effect of latent features and covariates if any, as well as the effect of latent structure that may exist in the data. To achieve this, we model the relation graph as a function of both latent feature factors and latent cluster memberships of objects to collectively discover globally predictive intrinsic properties of objects and capture latent block structure in the network to improve prediction performance. We also develop an optimization transfer algorithm based on the generalized EM-style strategy to learn the latent factors. We prove the efficacy of our proposed model through the link prediction task and cluster analysis task, and extensive experiments on the synthetic data and several real world datasets suggest that our proposed LFBM model outperforms the other state of the art approaches in the evaluated tasks.
[ "['Sheng Gao' 'Ludovic Denoyer' 'Patrick Gallinari']", "Sheng Gao and Ludovic Denoyer and Patrick Gallinari" ]
cs.SI cs.LG stat.ML
null
1204.2588
null
null
http://arxiv.org/pdf/1204.2588v1
2012-04-11T22:58:46Z
2012-04-11T22:58:46Z
Probabilistic Latent Tensor Factorization Model for Link Pattern Prediction in Multi-relational Networks
This paper aims at the problem of link pattern prediction in collections of objects connected by multiple relation types, where each type may play a distinct role. While common link analysis models are limited to single-type link prediction, we attempt here to capture the correlations among different relation types and reveal the impact of various relation types on performance quality. For that, we define the overall relations between object pairs as a \textit{link pattern} which consists in interaction pattern and connection structure in the network, and then use tensor formalization to jointly model and predict the link patterns, which we refer to as \textit{Link Pattern Prediction} (LPP) problem. To address the issue, we propose a Probabilistic Latent Tensor Factorization (PLTF) model by introducing another latent factor for multiple relation types and furnish the Hierarchical Bayesian treatment of the proposed probabilistic model to avoid overfitting for solving the LPP problem. To learn the proposed model we develop an efficient Markov Chain Monte Carlo sampling method. Extensive experiments are conducted on several real world datasets and demonstrate significant improvements over several existing state-of-the-art methods.
[ "['Sheng Gao' 'Ludovic Denoyer' 'Patrick Gallinari']", "Sheng Gao and Ludovic Denoyer and Patrick Gallinari" ]
cs.LG
null
1204.2609
null
null
http://arxiv.org/pdf/1204.2609v2
2012-04-16T02:44:25Z
2012-04-12T03:49:15Z
Stochastic Feature Mapping for PAC-Bayes Classification
Probabilistic generative modeling of data distributions can potentially exploit hidden information which is useful for discriminative classification. This observation has motivated the development of approaches that couple generative and discriminative models for classification. In this paper, we propose a new approach to couple generative and discriminative models in an unified framework based on PAC-Bayes risk theory. We first derive the model-parameter-independent stochastic feature mapping from a practical MAP classifier operating on generative models. Then we construct a linear stochastic classifier equipped with the feature mapping, and derive the explicit PAC-Bayes risk bounds for such classifier for both supervised and semi-supervised learning. Minimizing the risk bound, using an EM-like iterative procedure, results in a new posterior over hidden variables (E-step) and the update rules of model parameters (M-step). The derivation of the posterior is always feasible due to the way of equipping feature mapping and the explicit form of bounding risk. The derived posterior allows the tuning of generative models and subsequently the feature mappings for better classification. The derived update rules of the model parameters are same to those of the uncoupled models as the feature mapping is model-parameter-independent. Our experiments show that the coupling between data modeling generative model and the discriminative classifier via a stochastic feature mapping in this framework leads to a general classification tool with state-of-the-art performance.
[ "['Xiong Li' 'Tai Sing Lee' 'Yuncai Liu']", "Xiong Li and Tai Sing Lee and Yuncai Liu" ]
cs.LG stat.ME
null
1204.3251
null
null
http://arxiv.org/pdf/1204.3251v2
2012-06-28T09:36:27Z
2012-04-15T10:21:57Z
Plug-in martingales for testing exchangeability on-line
A standard assumption in machine learning is the exchangeability of data, which is equivalent to assuming that the examples are generated from the same probability distribution independently. This paper is devoted to testing the assumption of exchangeability on-line: the examples arrive one by one, and after receiving each example we would like to have a valid measure of the degree to which the assumption of exchangeability has been falsified. Such measures are provided by exchangeability martingales. We extend known techniques for constructing exchangeability martingales and show that our new method is competitive with the martingales introduced before. Finally we investigate the performance of our testing method on two benchmark datasets, USPS and Statlog Satellite data; for the former, the known techniques give satisfactory results, but for the latter our new more flexible method becomes necessary.
[ "Valentina Fedorova, Alex Gammerman, Ilia Nouretdinov, and Vladimir\n Vovk", "['Valentina Fedorova' 'Alex Gammerman' 'Ilia Nouretdinov' 'Vladimir Vovk']" ]
cs.LG cs.DS
null
1204.3514
null
null
http://arxiv.org/pdf/1204.3514v3
2012-05-25T15:53:51Z
2012-04-16T15:10:32Z
Distributed Learning, Communication Complexity and Privacy
We consider the problem of PAC-learning from distributed data and analyze fundamental communication complexity questions involved. We provide general upper and lower bounds on the amount of communication needed to learn well, showing that in addition to VC-dimension and covering number, quantities such as the teaching-dimension and mistake-bound of a class play an important role. We also present tight results for a number of common concept classes including conjunctions, parity functions, and decision lists. For linear separators, we show that for non-concentrated distributions, we can use a version of the Perceptron algorithm to learn with much less communication than the number of updates given by the usual margin bound. We also show how boosting can be performed in a generic manner in the distributed setting to achieve communication with only logarithmic dependence on 1/epsilon for any concept class, and demonstrate how recent work on agnostic learning from class-conditional queries can be used to achieve low communication in agnostic settings as well. We additionally present an analysis of privacy, considering both differential privacy and a notion of distributional privacy that is especially appealing in this context.
[ "Maria-Florina Balcan, Avrim Blum, Shai Fine, and Yishay Mansour", "['Maria-Florina Balcan' 'Avrim Blum' 'Shai Fine' 'Yishay Mansour']" ]
cs.LG stat.ML
null
1204.3523
null
null
http://arxiv.org/pdf/1204.3523v1
2012-04-16T15:25:50Z
2012-04-16T15:25:50Z
Efficient Protocols for Distributed Classification and Optimization
In distributed learning, the goal is to perform a learning task over data distributed across multiple nodes with minimal (expensive) communication. Prior work (Daume III et al., 2012) proposes a general model that bounds the communication required for learning classifiers while allowing for $\eps$ training error on linearly separable data adversarially distributed across nodes. In this work, we develop key improvements and extensions to this basic model. Our first result is a two-party multiplicative-weight-update based protocol that uses $O(d^2 \log{1/\eps})$ words of communication to classify distributed data in arbitrary dimension $d$, $\eps$-optimally. This readily extends to classification over $k$ nodes with $O(kd^2 \log{1/\eps})$ words of communication. Our proposed protocol is simple to implement and is considerably more efficient than baselines compared, as demonstrated by our empirical results. In addition, we illustrate general algorithm design paradigms for doing efficient learning over distributed data. We show how to solve fixed-dimensional and high dimensional linear programming efficiently in a distributed setting where constraints may be distributed across nodes. Since many learning problems can be viewed as convex optimization problems where constraints are generated by individual points, this models many typical distributed learning scenarios. Our techniques make use of a novel connection from multipass streaming, as well as adapting the multiplicative-weight-update framework more generally to a distributed setting. As a consequence, our methods extend to the wide range of problems solvable using these techniques.
[ "['Hal Daume III' 'Jeff M. Phillips' 'Avishek Saha'\n 'Suresh Venkatasubramanian']", "Hal Daume III, Jeff M. Phillips, Avishek Saha, Suresh\n Venkatasubramanian" ]
cs.SI cs.LG
null
1204.3611
null
null
http://arxiv.org/pdf/1204.3611v1
2012-04-16T19:39:13Z
2012-04-16T19:39:13Z
Learning to Predict the Wisdom of Crowds
The problem of "approximating the crowd" is that of estimating the crowd's majority opinion by querying only a subset of it. Algorithms that approximate the crowd can intelligently stretch a limited budget for a crowdsourcing task. We present an algorithm, "CrowdSense," that works in an online fashion to dynamically sample subsets of labelers based on an exploration/exploitation criterion. The algorithm produces a weighted combination of a subset of the labelers' votes that approximates the crowd's opinion.
[ "['Seyda Ertekin' 'Haym Hirsh' 'Cynthia Rudin']", "Seyda Ertekin, Haym Hirsh, Cynthia Rudin" ]
cs.CV cs.LG cs.NE
null
1204.3968
null
null
http://arxiv.org/pdf/1204.3968v1
2012-04-18T03:48:38Z
2012-04-18T03:48:38Z
Convolutional Neural Networks Applied to House Numbers Digit Classification
We classify digits of real-world house numbers using convolutional neural networks (ConvNets). ConvNets are hierarchical feature learning neural networks whose structure is biologically inspired. Unlike many popular vision approaches that are hand-designed, ConvNets can automatically learn a unique set of features optimized for a given task. We augmented the traditional ConvNet architecture by learning multi-stage features and by using Lp pooling and establish a new state-of-the-art of 94.85% accuracy on the SVHN dataset (45.2% error improvement). Furthermore, we analyze the benefits of different pooling methods and multi-stage features in ConvNets. The source code and a tutorial are available at eblearn.sf.net.
[ "Pierre Sermanet, Soumith Chintala, Yann LeCun", "['Pierre Sermanet' 'Soumith Chintala' 'Yann LeCun']" ]
cs.LG stat.CO stat.ML
null
1204.3972
null
null
http://arxiv.org/pdf/1204.3972v3
2013-03-13T21:55:59Z
2012-04-18T04:43:24Z
EigenGP: Sparse Gaussian process models with data-dependent eigenfunctions
Gaussian processes (GPs) provide a nonparametric representation of functions. However, classical GP inference suffers from high computational cost and it is difficult to design nonstationary GP priors in practice. In this paper, we propose a sparse Gaussian process model, EigenGP, based on the Karhunen-Loeve (KL) expansion of a GP prior. We use the Nystrom approximation to obtain data dependent eigenfunctions and select these eigenfunctions by evidence maximization. This selection reduces the number of eigenfunctions in our model and provides a nonstationary covariance function. To handle nonlinear likelihoods, we develop an efficient expectation propagation (EP) inference algorithm, and couple it with expectation maximization for eigenfunction selection. Because the eigenfunctions of a Gaussian kernel are associated with clusters of samples - including both the labeled and unlabeled - selecting relevant eigenfunctions enables EigenGP to conduct semi-supervised learning. Our experimental results demonstrate improved predictive performance of EigenGP over alternative state-of-the-art sparse GP and semisupervised learning methods for regression, classification, and semisupervised classification.
[ "Yuan Qi and Bo Dai and Yao Zhu", "['Yuan Qi' 'Bo Dai' 'Yao Zhu']" ]
cs.LG cs.GT
null
1204.4145
null
null
http://arxiv.org/pdf/1204.4145v1
2012-04-18T17:17:56Z
2012-04-18T17:17:56Z
Learning From An Optimization Viewpoint
In this dissertation we study statistical and online learning problems from an optimization viewpoint.The dissertation is divided into two parts : I. We first consider the question of learnability for statistical learning problems in the general learning setting. The question of learnability is well studied and fully characterized for binary classification and for real valued supervised learning problems using the theory of uniform convergence. However we show that for the general learning setting uniform convergence theory fails to characterize learnability. To fill this void we use stability of learning algorithms to fully characterize statistical learnability in the general setting. Next we consider the problem of online learning. Unlike the statistical learning framework there is a dearth of generic tools that can be used to establish learnability and rates for online learning problems in general. We provide online analogs to classical tools from statistical learning theory like Rademacher complexity, covering numbers, etc. We further use these tools to fully characterize learnability for online supervised learning problems. II. In the second part, for general classes of convex learning problems, we provide appropriate mirror descent (MD) updates for online and statistical learning of these problems. Further, we show that the the MD is near optimal for online convex learning and for most cases, is also near optimal for statistical convex learning. We next consider the problem of convex optimization and show that oracle complexity can be lower bounded by the so called fat-shattering dimension of the associated linear class. Thus we establish a strong connection between offline convex optimization problems and statistical learning problems. We also show that for a large class of high dimensional optimization problems, MD is in fact near optimal even for convex optimization.
[ "['Karthik Sridharan']", "Karthik Sridharan" ]
cs.LG stat.CO stat.ML
null
1204.4166
null
null
http://arxiv.org/pdf/1204.4166v2
2012-08-29T16:02:21Z
2012-04-18T19:21:59Z
Message passing with relaxed moment matching
Bayesian learning is often hampered by large computational expense. As a powerful generalization of popular belief propagation, expectation propagation (EP) efficiently approximates the exact Bayesian computation. Nevertheless, EP can be sensitive to outliers and suffer from divergence for difficult cases. To address this issue, we propose a new approximate inference approach, relaxed expectation propagation (REP). It relaxes the moment matching requirement of expectation propagation by adding a relaxation factor into the KL minimization. We penalize this relaxation with a $l_1$ penalty. As a result, when two distributions in the relaxed KL divergence are similar, the relaxation factor will be penalized to zero and, therefore, we obtain the original moment matching; In the presence of outliers, these two distributions are significantly different and the relaxation factor will be used to reduce the contribution of the outlier. Based on this penalized KL minimization, REP is robust to outliers and can greatly improve the posterior approximation quality over EP. To examine the effectiveness of REP, we apply it to Gaussian process classification, a task known to be suitable to EP. Our classification results on synthetic and UCI benchmark datasets demonstrate significant improvement of REP over EP and Power EP--in terms of algorithmic stability, estimation accuracy and predictive performance.
[ "Yuan Qi and Yandong Guo", "['Yuan Qi' 'Yandong Guo']" ]
cs.AI cs.LG cs.NE cs.SY
10.1145/1569901.1570075
1204.4200
null
null
http://arxiv.org/abs/1204.4200v2
2014-10-18T12:20:46Z
2012-04-18T20:30:23Z
Discrete Dynamical Genetic Programming in XCS
A number of representation schemes have been presented for use within Learning Classifier Systems, ranging from binary encodings to neural networks. This paper presents results from an investigation into using a discrete dynamical system representation within the XCS Learning Classifier System. In particular, asynchronous random Boolean networks are used to represent the traditional condition-action production system rules. It is shown possible to use self-adaptive, open-ended evolution to design an ensemble of such discrete dynamical systems within XCS to solve a number of well-known test problems.
[ "['Richard J. Preen' 'Larry Bull']", "Richard J. Preen and Larry Bull" ]
cs.AI cs.LG cs.NE cs.SY
10.1145/2001858.2001952
1204.4202
null
null
http://arxiv.org/abs/1204.4202v1
2012-04-18T20:40:18Z
2012-04-18T20:40:18Z
Fuzzy Dynamical Genetic Programming in XCSF
A number of representation schemes have been presented for use within Learning Classifier Systems, ranging from binary encodings to Neural Networks, and more recently Dynamical Genetic Programming (DGP). This paper presents results from an investigation into using a fuzzy DGP representation within the XCSF Learning Classifier System. In particular, asynchronous Fuzzy Logic Networks are used to represent the traditional condition-action production system rules. It is shown possible to use self-adaptive, open-ended evolution to design an ensemble of such fuzzy dynamical systems within XCSF to solve several well-known continuous-valued test problems.
[ "['Richard J. Preen' 'Larry Bull']", "Richard J. Preen and Larry Bull" ]
cs.LG cs.AI cs.CV
null
1204.4294
null
null
http://arxiv.org/pdf/1204.4294v1
2012-04-19T09:29:10Z
2012-04-19T09:29:10Z
Learning in Riemannian Orbifolds
Learning in Riemannian orbifolds is motivated by existing machine learning algorithms that directly operate on finite combinatorial structures such as point patterns, trees, and graphs. These methods, however, lack statistical justification. This contribution derives consistency results for learning problems in structured domains and thereby generalizes learning in vector spaces and manifolds.
[ "Brijnesh J. Jain and Klaus Obermayer", "['Brijnesh J. Jain' 'Klaus Obermayer']" ]
cs.LG
null
1204.4329
null
null
http://arxiv.org/pdf/1204.4329v1
2012-04-19T12:03:20Z
2012-04-19T12:03:20Z
Supervised feature evaluation by consistency analysis: application to measure sets used to characterise geographic objects
Nowadays, supervised learning is commonly used in many domains. Indeed, many works propose to learn new knowledge from examples that translate the expected behaviour of the considered system. A key issue of supervised learning concerns the description language used to represent the examples. In this paper, we propose a method to evaluate the feature set used to describe them. Our method is based on the computation of the consistency of the example base. We carried out a case study in the domain of geomatic in order to evaluate the sets of measures used to characterise geographic objects. The case study shows that our method allows to give relevant evaluations of measure sets.
[ "Patrick Taillandier (UMMISCO), Alexis Drogoul (UMMISCO, MSI)", "['Patrick Taillandier' 'Alexis Drogoul']" ]
cs.HC cs.LG
null
1204.4332
null
null
http://arxiv.org/pdf/1204.4332v1
2012-04-19T12:10:10Z
2012-04-19T12:10:10Z
Designing generalisation evaluation function through human-machine dialogue
Automated generalisation has known important improvements these last few years. However, an issue that still deserves more study concerns the automatic evaluation of generalised data. Indeed, many automated generalisation systems require the utilisation of an evaluation function to automatically assess generalisation outcomes. In this paper, we propose a new approach dedicated to the design of such a function. This approach allows an imperfectly defined evaluation function to be revised through a man-machine dialogue. The user gives its preferences to the system by comparing generalisation outcomes. Machine Learning techniques are then used to improve the evaluation function. An experiment carried out on buildings shows that our approach significantly improves generalisation evaluation functions defined by users.
[ "['Patrick Taillandier' 'Julien Gaffuri']", "Patrick Taillandier (UMMISCO), Julien Gaffuri (COGIT)" ]
cs.LG cs.CV stat.ML
null
1204.4521
null
null
http://arxiv.org/pdf/1204.4521v1
2012-04-20T03:01:56Z
2012-04-20T03:01:56Z
A Privacy-Aware Bayesian Approach for Combining Classifier and Cluster Ensembles
This paper introduces a privacy-aware Bayesian approach that combines ensembles of classifiers and clusterers to perform semi-supervised and transductive learning. We consider scenarios where instances and their classification/clustering results are distributed across different data sites and have sharing restrictions. As a special case, the privacy aware computation of the model when instances of the target data are distributed across different data sites, is also discussed. Experimental results show that the proposed approach can provide good classification accuracies while adhering to the data/model sharing constraints.
[ "Ayan Acharya, Eduardo R. Hruschka, Joydeep Ghosh", "['Ayan Acharya' 'Eduardo R. Hruschka' 'Joydeep Ghosh']" ]
stat.ML cs.LG math.OC
null
1204.4539
null
null
http://arxiv.org/pdf/1204.4539v3
2013-08-29T13:12:00Z
2012-04-20T06:24:37Z
Supervised Feature Selection in Graphs with Path Coding Penalties and Network Flows
We consider supervised learning problems where the features are embedded in a graph, such as gene expressions in a gene network. In this context, it is of much interest to automatically select a subgraph with few connected components; by exploiting prior knowledge, one can indeed improve the prediction performance or obtain results that are easier to interpret. Regularization or penalty functions for selecting features in graphs have recently been proposed, but they raise new algorithmic challenges. For example, they typically require solving a combinatorially hard selection problem among all connected subgraphs. In this paper, we propose computationally feasible strategies to select a sparse and well-connected subset of features sitting on a directed acyclic graph (DAG). We introduce structured sparsity penalties over paths on a DAG called "path coding" penalties. Unlike existing regularization functions that model long-range interactions between features in a graph, path coding penalties are tractable. The penalties and their proximal operators involve path selection problems, which we efficiently solve by leveraging network flow optimization. We experimentally show on synthetic, image, and genomic data that our approach is scalable and leads to more connected subgraphs than other regularization functions for graphs.
[ "Julien Mairal and Bin Yu", "['Julien Mairal' 'Bin Yu']" ]
cs.LG stat.ML
null
1204.4710
null
null
http://arxiv.org/pdf/1204.4710v2
2013-03-29T22:04:06Z
2012-04-20T19:26:05Z
Regret in Online Combinatorial Optimization
We address online linear optimization problems when the possible actions of the decision maker are represented by binary vectors. The regret of the decision maker is the difference between her realized loss and the best loss she would have achieved by picking, in hindsight, the best possible action. Our goal is to understand the magnitude of the best possible (minimax) regret. We study the problem under three different assumptions for the feedback the decision maker receives: full information, and the partial information models of the so-called "semi-bandit" and "bandit" problems. Combining the Mirror Descent algorithm and the INF (Implicitely Normalized Forecaster) strategy, we are able to prove optimal bounds for the semi-bandit case. We also recover the optimal bounds for the full information setting. In the bandit case we discuss existing results in light of a new lower bound, and suggest a conjecture on the optimal regret in that case. Finally we also prove that the standard exponentially weighted average forecaster is provably suboptimal in the setting of online combinatorial optimization.
[ "Jean-Yves Audibert, S\\'ebastien Bubeck and G\\'abor Lugosi", "['Jean-Yves Audibert' 'Sébastien Bubeck' 'Gábor Lugosi']" ]
math.OC cs.LG cs.SY
null
1204.4717
null
null
http://arxiv.org/pdf/1204.4717v1
2012-04-20T19:55:30Z
2012-04-20T19:55:30Z
Energy-Efficient Building HVAC Control Using Hybrid System LBMPC
Improving the energy-efficiency of heating, ventilation, and air-conditioning (HVAC) systems has the potential to realize large economic and societal benefits. This paper concerns the system identification of a hybrid system model of a building-wide HVAC system and its subsequent control using a hybrid system formulation of learning-based model predictive control (LBMPC). Here, the learning refers to model updates to the hybrid system model that incorporate the heating effects due to occupancy, solar effects, outside air temperature (OAT), and equipment, in addition to integrator dynamics inherently present in low-level control. Though we make significant modeling simplifications, our corresponding controller that uses this model is able to experimentally achieve a large reduction in energy usage without any degradations in occupant comfort. It is in this way that we justify the modeling simplifications that we have made. We conclude by presenting results from experiments on our building HVAC testbed, which show an average of 1.5MWh of energy savings per day (p = 0.002) with a 95% confidence interval of 1.0MWh to 2.1MWh of energy savings.
[ "['Anil Aswani' 'Neal Master' 'Jay Taneja' 'Andrew Krioukov' 'David Culler'\n 'Claire Tomlin']", "Anil Aswani, Neal Master, Jay Taneja, Andrew Krioukov, David Culler,\n Claire Tomlin" ]
cs.LG cs.AI cs.HC
null
1204.4990
null
null
http://arxiv.org/pdf/1204.4990v1
2012-04-23T08:02:19Z
2012-04-23T08:02:19Z
Objective Function Designing Led by User Preferences Acquisition
Many real world problems can be defined as optimisation problems in which the aim is to maximise an objective function. The quality of obtained solution is directly linked to the pertinence of the used objective function. However, designing such function, which has to translate the user needs, is usually fastidious. In this paper, a method to help user objective functions designing is proposed. Our approach, which is highly interactive, is based on man machine dialogue and more particularly on the comparison of problem instance solutions by the user. We propose an experiment in the domain of cartographic generalisation that shows promising results.
[ "['Patrick Taillandier' 'Julien Gaffuri']", "Patrick Taillandier (UMMISCO), Julien Gaffuri (COGIT)" ]
cs.AI cs.LG
10.1145/1456223.1456281
1204.4991
null
null
http://arxiv.org/abs/1204.4991v1
2012-04-23T08:03:06Z
2012-04-23T08:03:06Z
Knowledge revision in systems based on an informed tree search strategy : application to cartographic generalisation
Many real world problems can be expressed as optimisation problems. Solving this kind of problems means to find, among all possible solutions, the one that maximises an evaluation function. One approach to solve this kind of problem is to use an informed search strategy. The principle of this kind of strategy is to use problem-specific knowledge beyond the definition of the problem itself to find solutions more efficiently than with an uninformed strategy. This kind of strategy demands to define problem-specific knowledge (heuristics). The efficiency and the effectiveness of systems based on it directly depend on the used knowledge quality. Unfortunately, acquiring and maintaining such knowledge can be fastidious. The objective of the work presented in this paper is to propose an automatic knowledge revision approach for systems based on an informed tree search strategy. Our approach consists in analysing the system execution logs and revising knowledge based on these logs by modelling the revision problem as a knowledge space exploration problem. We present an experiment we carried out in an application domain where informed search strategies are often used: cartographic generalisation.
[ "['Patrick Taillandier' 'Cécile Duchêne' 'Alexis Drogoul']", "Patrick Taillandier (COGIT, UMMISCO), C\\'ecile Duch\\^ene (COGIT),\n Alexis Drogoul (UMMISCO, MSI)" ]
stat.ML cs.LG
null
1204.5043
null
null
http://arxiv.org/pdf/1204.5043v2
2012-06-12T08:59:52Z
2012-04-23T12:35:56Z
Sparse Prediction with the $k$-Support Norm
We derive a novel norm that corresponds to the tightest convex relaxation of sparsity combined with an $\ell_2$ penalty. We show that this new {\em $k$-support norm} provides a tighter relaxation than the elastic net and is thus a good replacement for the Lasso or the elastic net in sparse prediction problems. Through the study of the $k$-support norm, we also bound the looseness of the elastic net, thus shedding new light on it and providing justification for its use.
[ "['Andreas Argyriou' 'Rina Foygel' 'Nathan Srebro']", "Andreas Argyriou and Rina Foygel and Nathan Srebro" ]
cs.LG cs.CV
10.1109/TIP.2013.2246175
1204.5309
null
null
http://arxiv.org/abs/1204.5309v3
2013-03-26T11:51:49Z
2012-04-24T08:56:42Z
Analysis Operator Learning and Its Application to Image Reconstruction
Exploiting a priori known structural information lies at the core of many image reconstruction methods that can be stated as inverse problems. The synthesis model, which assumes that images can be decomposed into a linear combination of very few atoms of some dictionary, is now a well established tool for the design of image reconstruction algorithms. An interesting alternative is the analysis model, where the signal is multiplied by an analysis operator and the outcome is assumed to be the sparse. This approach has only recently gained increasing interest. The quality of reconstruction methods based on an analysis model severely depends on the right choice of the suitable operator. In this work, we present an algorithm for learning an analysis operator from training images. Our method is based on an $\ell_p$-norm minimization on the set of full rank matrices with normalized columns. We carefully introduce the employed conjugate gradient method on manifolds, and explain the underlying geometry of the constraints. Moreover, we compare our approach to state-of-the-art methods for image denoising, inpainting, and single image super-resolution. Our numerical results show competitive performance of our general approach in all presented applications compared to the specialized state-of-the-art techniques.
[ "Simon Hawe, Martin Kleinsteuber, and Klaus Diepold", "['Simon Hawe' 'Martin Kleinsteuber' 'Klaus Diepold']" ]
cs.LG stat.ML
null
1204.5721
null
null
http://arxiv.org/pdf/1204.5721v2
2012-11-03T18:50:58Z
2012-04-25T18:04:32Z
Regret Analysis of Stochastic and Nonstochastic Multi-armed Bandit Problems
Multi-armed bandit problems are the most basic examples of sequential decision problems with an exploration-exploitation trade-off. This is the balance between staying with the option that gave highest payoffs in the past and exploring new options that might give higher payoffs in the future. Although the study of bandit problems dates back to the Thirties, exploration-exploitation trade-offs arise in several modern applications, such as ad placement, website optimization, and packet routing. Mathematically, a multi-armed bandit is defined by the payoff process associated with each option. In this survey, we focus on two extreme cases in which the analysis of regret is particularly simple and elegant: i.i.d. payoffs and adversarial payoffs. Besides the basic setting of finitely many actions, we also analyze some of the most important variants and extensions, such as the contextual bandit model.
[ "S\\'ebastien Bubeck and Nicol\\`o Cesa-Bianchi", "['Sébastien Bubeck' 'Nicolò Cesa-Bianchi']" ]
cs.LG math.CT
null
1204.5802
null
null
http://arxiv.org/abs/1204.5802v1
2012-04-26T01:35:10Z
2012-04-26T01:35:10Z
Quantitative Concept Analysis
Formal Concept Analysis (FCA) begins from a context, given as a binary relation between some objects and some attributes, and derives a lattice of concepts, where each concept is given as a set of objects and a set of attributes, such that the first set consists of all objects that satisfy all attributes in the second, and vice versa. Many applications, though, provide contexts with quantitative information, telling not just whether an object satisfies an attribute, but also quantifying this satisfaction. Contexts in this form arise as rating matrices in recommender systems, as occurrence matrices in text analysis, as pixel intensity matrices in digital image processing, etc. Such applications have attracted a lot of attention, and several numeric extensions of FCA have been proposed. We propose the framework of proximity sets (proxets), which subsume partially ordered sets (posets) as well as metric spaces. One feature of this approach is that it extracts from quantified contexts quantified concepts, and thus allows full use of the available information. Another feature is that the categorical approach allows analyzing any universal properties that the classical FCA and the new versions may have, and thus provides structural guidance for aligning and combining the approaches.
[ "Dusko Pavlovic", "['Dusko Pavlovic']" ]
cs.DS cs.LG
null
1204.5810
null
null
http://arxiv.org/pdf/1204.5810v1
2012-04-26T02:06:44Z
2012-04-26T02:06:44Z
Geometry of Online Packing Linear Programs
We consider packing LP's with $m$ rows where all constraint coefficients are normalized to be in the unit interval. The n columns arrive in random order and the goal is to set the corresponding decision variables irrevocably when they arrive so as to obtain a feasible solution maximizing the expected reward. Previous (1 - \epsilon)-competitive algorithms require the right-hand side of the LP to be Omega((m/\epsilon^2) log (n/\epsilon)), a bound that worsens with the number of columns and rows. However, the dependence on the number of columns is not required in the single-row case and known lower bounds for the general case are also independent of n. Our goal is to understand whether the dependence on n is required in the multi-row case, making it fundamentally harder than the single-row version. We refute this by exhibiting an algorithm which is (1 - \epsilon)-competitive as long as the right-hand sides are Omega((m^2/\epsilon^2) log (m/\epsilon)). Our techniques refine previous PAC-learning based approaches which interpret the online decisions as linear classifications of the columns based on sampled dual prices. The key ingredient of our improvement comes from a non-standard covering argument together with the realization that only when the columns of the LP belong to few 1-d subspaces we can obtain small such covers; bounding the size of the cover constructed also relies on the geometry of linear classifiers. General packing LP's are handled by perturbing the input columns, which can be seen as making the learning problem more robust.
[ "['Marco Molinaro' 'R. Ravi']", "Marco Molinaro and R. Ravi" ]
cs.DB cs.LG
null
1204.6078
null
null
http://arxiv.org/pdf/1204.6078v1
2012-04-26T23:25:20Z
2012-04-26T23:25:20Z
Distributed GraphLab: A Framework for Machine Learning in the Cloud
While high-level data parallel frameworks, like MapReduce, simplify the design and implementation of large-scale data processing systems, they do not naturally or efficiently support many important data mining and machine learning algorithms and can lead to inefficient learning systems. To help fill this critical void, we introduced the GraphLab abstraction which naturally expresses asynchronous, dynamic, graph-parallel computation while ensuring data consistency and achieving a high degree of parallel performance in the shared-memory setting. In this paper, we extend the GraphLab framework to the substantially more challenging distributed setting while preserving strong data consistency guarantees. We develop graph based extensions to pipelined locking and data versioning to reduce network congestion and mitigate the effect of network latency. We also introduce fault tolerance to the GraphLab abstraction using the classic Chandy-Lamport snapshot algorithm and demonstrate how it can be easily implemented by exploiting the GraphLab abstraction itself. Finally, we evaluate our distributed implementation of the GraphLab abstraction on a large Amazon EC2 deployment and show 1-2 orders of magnitude performance gains over Hadoop-based implementations.
[ "['Yucheng Low' 'Joseph Gonzalez' 'Aapo Kyrola' 'Danny Bickson'\n 'Carlos Guestrin' 'Joseph M. Hellerstein']", "Yucheng Low, Joseph Gonzalez, Aapo Kyrola, Danny Bickson, Carlos\n Guestrin, Joseph M. Hellerstein" ]
cs.SY cs.LG
null
1204.6250
null
null
http://arxiv.org/pdf/1204.6250v1
2011-11-29T04:52:31Z
2011-11-29T04:52:31Z
Feature Selection for Generator Excitation Neurocontroller Development Using Filter Technique
Essentially, motive behind using control system is to generate suitable control signal for yielding desired response of a physical process. Control of synchronous generator has always remained very critical in power system operation and control. For certain well known reasons power generators are normally operated well below their steady state stability limit. This raises demand for efficient and fast controllers. Artificial intelligence has been reported to give revolutionary outcomes in the field of control engineering. Artificial Neural Network (ANN), a branch of artificial intelligence has been used for nonlinear and adaptive control, utilizing its inherent observability. The overall performance of neurocontroller is dependent upon input features too. Selecting optimum features to train a neurocontroller optimally is very critical. Both quality and size of data are of equal importance for better performance. In this work filter technique is employed to select independent factors for ANN training.
[ "Abdul Ghani Abro, Junita Mohamad Saleh", "['Abdul Ghani Abro' 'Junita Mohamad Saleh']" ]
cs.HC cs.LG
null
1204.6325
null
null
http://arxiv.org/pdf/1204.6325v2
2012-06-03T08:45:46Z
2012-04-27T20:10:16Z
CELL: Connecting Everyday Life in an archipeLago
We explore the design of a seamless broadcast communication system that brings together the distributed community of remote secondary education schools. In contrast to higher education, primary and secondary education establishments should remain distributed, in order to maintain a balance of urban and rural life in the developing and the developed world. We plan to deploy an ambient and social interactive TV platform (physical installation, authoring tools, interactive content) that supports social communication in a positive way. In particular, we present the physical design and the conceptual model of the system.
[ "Konstantinos Chorianopoulos, Vassiliki Tsaknaki", "['Konstantinos Chorianopoulos' 'Vassiliki Tsaknaki']" ]
stat.ML cs.LG
null
1204.6509
null
null
http://arxiv.org/pdf/1204.6509v1
2012-04-29T19:31:15Z
2012-04-29T19:31:15Z
Dissimilarity Clustering by Hierarchical Multi-Level Refinement
We introduce in this paper a new way of optimizing the natural extension of the quantization error using in k-means clustering to dissimilarity data. The proposed method is based on hierarchical clustering analysis combined with multi-level heuristic refinement. The method is computationally efficient and achieves better quantization errors than the
[ "['Brieuc Conan-Guez' 'Fabrice Rossi']", "Brieuc Conan-Guez (LITA), Fabrice Rossi (SAMM)" ]
stat.ML cs.LG
null
1204.6583
null
null
http://arxiv.org/pdf/1204.6583v1
2012-04-30T09:53:08Z
2012-04-30T09:53:08Z
A Conjugate Property between Loss Functions and Uncertainty Sets in Classification Problems
In binary classification problems, mainly two approaches have been proposed; one is loss function approach and the other is uncertainty set approach. The loss function approach is applied to major learning algorithms such as support vector machine (SVM) and boosting methods. The loss function represents the penalty of the decision function on the training samples. In the learning algorithm, the empirical mean of the loss function is minimized to obtain the classifier. Against a backdrop of the development of mathematical programming, nowadays learning algorithms based on loss functions are widely applied to real-world data analysis. In addition, statistical properties of such learning algorithms are well-understood based on a lots of theoretical works. On the other hand, the learning method using the so-called uncertainty set is used in hard-margin SVM, mini-max probability machine (MPM) and maximum margin MPM. In the learning algorithm, firstly, the uncertainty set is defined for each binary label based on the training samples. Then, the best separating hyperplane between the two uncertainty sets is employed as the decision function. This is regarded as an extension of the maximum-margin approach. The uncertainty set approach has been studied as an application of robust optimization in the field of mathematical programming. The statistical properties of learning algorithms with uncertainty sets have not been intensively studied. In this paper, we consider the relation between the above two approaches. We point out that the uncertainty set is described by using the level set of the conjugate of the loss function. Based on such relation, we study statistical properties of learning algorithms using uncertainty sets.
[ "['Takafumi Kanamori' 'Akiko Takeda' 'Taiji Suzuki']", "Takafumi Kanamori, Akiko Takeda, Taiji Suzuki" ]
cs.LG cs.IR
null
1204.6610
null
null
http://arxiv.org/pdf/1204.6610v1
2012-04-30T12:18:40Z
2012-04-30T12:18:40Z
Residual Belief Propagation for Topic Modeling
Fast convergence speed is a desired property for training latent Dirichlet allocation (LDA), especially in online and parallel topic modeling for massive data sets. This paper presents a novel residual belief propagation (RBP) algorithm to accelerate the convergence speed for training LDA. The proposed RBP uses an informed scheduling scheme for asynchronous message passing, which passes fast-convergent messages with a higher priority to influence those slow-convergent messages at each learning iteration. Extensive empirical studies confirm that RBP significantly reduces the training time until convergence while achieves a much lower predictive perplexity than other state-of-the-art training algorithms for LDA, including variational Bayes (VB), collapsed Gibbs sampling (GS), loopy belief propagation (BP), and residual VB (RVB).
[ "Jia Zeng, Xiao-Qin Cao and Zhi-Qiang Liu", "['Jia Zeng' 'Xiao-Qin Cao' 'Zhi-Qiang Liu']" ]
cs.LG stat.ML
null
1204.6703
null
null
http://arxiv.org/pdf/1204.6703v4
2013-01-17T21:01:29Z
2012-04-30T17:06:06Z
A Spectral Algorithm for Latent Dirichlet Allocation
The problem of topic modeling can be seen as a generalization of the clustering problem, in that it posits that observations are generated due to multiple latent factors (e.g., the words in each document are generated as a mixture of several active topics, as opposed to just one). This increased representational power comes at the cost of a more challenging unsupervised learning problem of estimating the topic probability vectors (the distributions over words for each topic), when only the words are observed and the corresponding topics are hidden. We provide a simple and efficient learning procedure that is guaranteed to recover the parameters for a wide class of mixture models, including the popular latent Dirichlet allocation (LDA) model. For LDA, the procedure correctly recovers both the topic probability vectors and the prior over the topics, using only trigram statistics (i.e., third order moments, which may be estimated with documents containing just three words). The method, termed Excess Correlation Analysis (ECA), is based on a spectral decomposition of low order moments (third and fourth order) via two singular value decompositions (SVDs). Moreover, the algorithm is scalable since the SVD operations are carried out on $k\times k$ matrices, where $k$ is the number of latent factors (e.g. the number of topics), rather than in the $d$-dimensional observed space (typically $d \gg k$).
[ "['Animashree Anandkumar' 'Dean P. Foster' 'Daniel Hsu' 'Sham M. Kakade'\n 'Yi-Kai Liu']", "Animashree Anandkumar, Dean P. Foster, Daniel Hsu, Sham M. Kakade,\n Yi-Kai Liu" ]
cs.DS cs.IR cs.LG
null
1205.0044
null
null
http://arxiv.org/pdf/1205.0044v1
2012-04-30T22:26:51Z
2012-04-30T22:26:51Z
A Singly-Exponential Time Algorithm for Computing Nonnegative Rank
Here, we give an algorithm for deciding if the nonnegative rank of a matrix $M$ of dimension $m \times n$ is at most $r$ which runs in time $(nm)^{O(r^2)}$. This is the first exact algorithm that runs in time singly-exponential in $r$. This algorithm (and earlier algorithms) are built on methods for finding a solution to a system of polynomial inequalities (if one exists). Notably, the best algorithms for this task run in time exponential in the number of variables but polynomial in all of the other parameters (the number of inequalities and the maximum degree). Hence these algorithms motivate natural algebraic questions whose solution have immediate {\em algorithmic} implications: How many variables do we need to represent the decision problem, does $M$ have nonnegative rank at most $r$? A naive formulation uses $nr + mr$ variables and yields an algorithm that is exponential in $n$ and $m$ even for constant $r$. (Arora, Ge, Kannan, Moitra, STOC 2012) recently reduced the number of variables to $2r^2 2^r$, and here we exponentially reduce the number of variables to $2r^2$ and this yields our main algorithm. In fact, the algorithm that we obtain is nearly-optimal (under the Exponential Time Hypothesis) since an algorithm that runs in time $(nm)^{o(r)}$ would yield a subexponential algorithm for 3-SAT . Our main result is based on establishing a normal form for nonnegative matrix factorization - which in turn allows us to exploit algebraic dependence among a large collection of linear transformations with variable entries. Additionally, we also demonstrate that nonnegative rank cannot be certified by even a very large submatrix of $M$, and this property also follows from the intuition gained from viewing nonnegative rank through the lens of systems of polynomial inequalities.
[ "Ankur Moitra", "['Ankur Moitra']" ]
stat.ML cs.LG cs.MA math.OC math.PR
10.1109/TSP.2013.2241057
1205.0047
null
null
http://arxiv.org/abs/1205.0047v2
2012-10-25T01:59:10Z
2012-04-30T22:48:37Z
$QD$-Learning: A Collaborative Distributed Strategy for Multi-Agent Reinforcement Learning Through Consensus + Innovations
The paper considers a class of multi-agent Markov decision processes (MDPs), in which the network agents respond differently (as manifested by the instantaneous one-stage random costs) to a global controlled state and the control actions of a remote controller. The paper investigates a distributed reinforcement learning setup with no prior information on the global state transition and local agent cost statistics. Specifically, with the agents' objective consisting of minimizing a network-averaged infinite horizon discounted cost, the paper proposes a distributed version of $Q$-learning, $\mathcal{QD}$-learning, in which the network agents collaborate by means of local processing and mutual information exchange over a sparse (possibly stochastic) communication network to achieve the network goal. Under the assumption that each agent is only aware of its local online cost data and the inter-agent communication network is \emph{weakly} connected, the proposed distributed scheme is almost surely (a.s.) shown to yield asymptotically the desired value function and the optimal stationary control policy at each network agent. The analytical techniques developed in the paper to address the mixed time-scale stochastic dynamics of the \emph{consensus + innovations} form, which arise as a result of the proposed interactive distributed scheme, are of independent interest.
[ "Soummya Kar, Jose' M.F. Moura and H. Vincent Poor", "['Soummya Kar' \"Jose' M. F. Moura\" 'H. Vincent Poor']" ]
stat.ML cs.LG math.OC
null
1205.0079
null
null
http://arxiv.org/pdf/1205.0079v2
2012-05-19T21:06:21Z
2012-05-01T03:37:13Z
Complexity Analysis of the Lasso Regularization Path
The regularization path of the Lasso can be shown to be piecewise linear, making it possible to "follow" and explicitly compute the entire path. We analyze in this paper this popular strategy, and prove that its worst case complexity is exponential in the number of variables. We then oppose this pessimistic result to an (optimistic) approximate analysis: We show that an approximate path with at most O(1/sqrt(epsilon)) linear segments can always be obtained, where every point on the path is guaranteed to be optimal up to a relative epsilon-duality gap. We complete our theoretical analysis with a practical algorithm to compute these approximate paths.
[ "Julien Mairal and Bin Yu", "['Julien Mairal' 'Bin Yu']" ]
cs.LG math.OC
null
1205.0088
null
null
http://arxiv.org/pdf/1205.0088v2
2012-05-19T15:10:54Z
2012-05-01T04:59:12Z
ProPPA: A Fast Algorithm for $\ell_1$ Minimization and Low-Rank Matrix Completion
We propose a Projected Proximal Point Algorithm (ProPPA) for solving a class of optimization problems. The algorithm iteratively computes the proximal point of the last estimated solution projected into an affine space which itself is parallel and approaching to the feasible set. We provide convergence analysis theoretically supporting the general algorithm, and then apply it for solving $\ell_1$-minimization problems and the matrix completion problem. These problems arise in many applications including machine learning, image and signal processing. We compare our algorithm with the existing state-of-the-art algorithms. Experimental results on solving these problems show that our algorithm is very efficient and competitive.
[ "['Ranch Y. Q. Lai' 'Pong C. Yuen']", "Ranch Y.Q. Lai and Pong C. Yuen" ]
cs.LG stat.ML
null
1205.0288
null
null
http://arxiv.org/pdf/1205.0288v2
2013-01-07T17:42:46Z
2012-05-01T23:42:57Z
A Randomized Mirror Descent Algorithm for Large Scale Multiple Kernel Learning
We consider the problem of simultaneously learning to linearly combine a very large number of kernels and learn a good predictor based on the learnt kernel. When the number of kernels $d$ to be combined is very large, multiple kernel learning methods whose computational cost scales linearly in $d$ are intractable. We propose a randomized version of the mirror descent algorithm to overcome this issue, under the objective of minimizing the group $p$-norm penalized empirical risk. The key to achieve the required exponential speed-up is the computationally efficient construction of low-variance estimates of the gradient. We propose importance sampling based estimates, and find that the ideal distribution samples a coordinate with a probability proportional to the magnitude of the corresponding gradient. We show the surprising result that in the case of learning the coefficients of a polynomial kernel, the combinatorial structure of the base kernels to be combined allows the implementation of sampling from this distribution to run in $O(\log(d))$ time, making the total computational cost of the method to achieve an $\epsilon$-optimal solution to be $O(\log(d)/\epsilon^2)$, thereby allowing our method to operate for very large values of $d$. Experiments with simulated and real data confirm that the new algorithm is computationally more efficient than its state-of-the-art alternatives.
[ "['Arash Afkanpour' 'András György' 'Csaba Szepesvári' 'Michael Bowling']", "Arash Afkanpour, Andr\\'as Gy\\\"orgy, Csaba Szepesv\\'ari, Michael\n Bowling" ]
cs.LG
null
1205.0406
null
null
http://arxiv.org/pdf/1205.0406v1
2012-05-02T12:38:11Z
2012-05-02T12:38:11Z
Minimax Classifier for Uncertain Costs
Many studies on the cost-sensitive learning assumed that a unique cost matrix is known for a problem. However, this assumption may not hold for many real-world problems. For example, a classifier might need to be applied in several circumstances, each of which associates with a different cost matrix. Or, different human experts have different opinions about the costs for a given problem. Motivated by these facts, this study aims to seek the minimax classifier over multiple cost matrices. In summary, we theoretically proved that, no matter how many cost matrices are involved, the minimax problem can be tackled by solving a number of standard cost-sensitive problems and sub-problems that involve only two cost matrices. As a result, a general framework for achieving minimax classifier over multiple cost matrices is suggested and justified by preliminary empirical studies.
[ "Rui Wang and Ke Tang", "['Rui Wang' 'Ke Tang']" ]
cs.LG stat.ME stat.ML
null
1205.0411
null
null
http://arxiv.org/pdf/1205.0411v2
2012-05-21T23:29:06Z
2012-05-02T12:49:19Z
Hypothesis testing using pairwise distances and associated kernels (with Appendix)
We provide a unifying framework linking two classes of statistics used in two-sample and independence testing: on the one hand, the energy distances and distance covariances from the statistics literature; on the other, distances between embeddings of distributions to reproducing kernel Hilbert spaces (RKHS), as established in machine learning. The equivalence holds when energy distances are computed with semimetrics of negative type, in which case a kernel may be defined such that the RKHS distance between distributions corresponds exactly to the energy distance. We determine the class of probability distributions for which kernels induced by semimetrics are characteristic (that is, for which embeddings of the distributions to an RKHS are injective). Finally, we investigate the performance of this family of kernels in two-sample and independence tests: we show in particular that the energy distance most commonly employed in statistics is just one member of a parametric family of kernels, and that other choices from this family can yield more powerful tests.
[ "['Dino Sejdinovic' 'Arthur Gretton' 'Bharath Sriperumbudur'\n 'Kenji Fukumizu']", "Dino Sejdinovic, Arthur Gretton, Bharath Sriperumbudur, Kenji Fukumizu" ]
cs.LG
null
1205.0610
null
null
http://arxiv.org/pdf/1205.0610v1
2012-05-03T04:09:19Z
2012-05-03T04:09:19Z
Greedy Multiple Instance Learning via Codebook Learning and Nearest Neighbor Voting
Multiple instance learning (MIL) has attracted great attention recently in machine learning community. However, most MIL algorithms are very slow and cannot be applied to large datasets. In this paper, we propose a greedy strategy to speed up the multiple instance learning process. Our contribution is two fold. First, we propose a density ratio model, and show that maximizing a density ratio function is the low bound of the DD model under certain conditions. Secondly, we make use of a histogram ratio between positive bags and negative bags to represent the density ratio function and find codebooks separately for positive bags and negative bags by a greedy strategy. For testing, we make use of a nearest neighbor strategy to classify new bags. We test our method on both small benchmark datasets and the large TRECVID MED11 dataset. The experimental results show that our method yields comparable accuracy to the current state of the art, while being up to at least one order of magnitude faster.
[ "['Gang Chen' 'Jason Corso']", "Gang Chen and Jason Corso" ]
cs.IT cs.LG math.IT
null
1205.0651
null
null
http://arxiv.org/pdf/1205.0651v3
2013-12-30T08:27:53Z
2012-05-03T08:49:01Z
Generative Maximum Entropy Learning for Multiclass Classification
Maximum entropy approach to classification is very well studied in applied statistics and machine learning and almost all the methods that exists in literature are discriminative in nature. In this paper, we introduce a maximum entropy classification method with feature selection for large dimensional data such as text datasets that is generative in nature. To tackle the curse of dimensionality of large data sets, we employ conditional independence assumption (Naive Bayes) and we perform feature selection simultaneously, by enforcing a `maximum discrimination' between estimated class conditional densities. For two class problems, in the proposed method, we use Jeffreys ($J$) divergence to discriminate the class conditional densities. To extend our method to the multi-class case, we propose a completely new approach by considering a multi-distribution divergence: we replace Jeffreys divergence by Jensen-Shannon ($JS$) divergence to discriminate conditional densities of multiple classes. In order to reduce computational complexity, we employ a modified Jensen-Shannon divergence ($JS_{GM}$), based on AM-GM inequality. We show that the resulting divergence is a natural generalization of Jeffreys divergence to a multiple distributions case. As far as the theoretical justifications are concerned we show that when one intends to select the best features in a generative maximum entropy approach, maximum discrimination using $J-$divergence emerges naturally in binary classification. Performance and comparative study of the proposed algorithms have been demonstrated on large dimensional text and gene expression datasets that show our methods scale up very well with large dimensional datasets.
[ "Ambedkar Dukkipati, Gaurav Pandey, Debarghya Ghoshdastidar, Paramita\n Koley, D. M. V. Satya Sriram", "['Ambedkar Dukkipati' 'Gaurav Pandey' 'Debarghya Ghoshdastidar'\n 'Paramita Koley' 'D. M. V. Satya Sriram']" ]
cond-mat.dis-nn cs.LG cs.NE
10.1103/PhysRevE.85.041925
1205.0908
null
null
http://arxiv.org/abs/1205.0908v1
2012-05-04T10:33:22Z
2012-05-04T10:33:22Z
Weighted Patterns as a Tool for Improving the Hopfield Model
We generalize the standard Hopfield model to the case when a weight is assigned to each input pattern. The weight can be interpreted as the frequency of the pattern occurrence at the input of the network. In the framework of the statistical physics approach we obtain the saddle-point equation allowing us to examine the memory of the network. In the case of unequal weights our model does not lead to the catastrophic destruction of the memory due to its overfilling (that is typical for the standard Hopfield model). The real memory consists only of the patterns with weights exceeding a critical value that is determined by the weights distribution. We obtain the algorithm allowing us to find this critical value for an arbitrary distribution of the weights, and analyze in detail some particular weights distributions. It is shown that the memory decreases as compared to the case of the standard Hopfield model. However, in our model the network can learn online without the catastrophic destruction of the memory.
[ "['Iakov Karandashev' 'Boris Kryzhanovsky' 'Leonid Litinskii']", "Iakov Karandashev, Boris Kryzhanovsky and Leonid Litinskii" ]
cs.LG stat.ML
null
1205.1053
null
null
http://arxiv.org/pdf/1205.1053v1
2012-05-04T03:14:18Z
2012-05-04T03:14:18Z
Variable Selection for Latent Dirichlet Allocation
In latent Dirichlet allocation (LDA), topics are multinomial distributions over the entire vocabulary. However, the vocabulary usually contains many words that are not relevant in forming the topics. We adopt a variable selection method widely used in statistical modeling as a dimension reduction tool and combine it with LDA. In this variable selection model for LDA (vsLDA), topics are multinomial distributions over a subset of the vocabulary, and by excluding words that are not informative for finding the latent topic structure of the corpus, vsLDA finds topics that are more robust and discriminative. We compare three models, vsLDA, LDA with symmetric priors, and LDA with asymmetric priors, on heldout likelihood, MCMC chain consistency, and document classification. The performance of vsLDA is better than symmetric LDA for likelihood and classification, better than asymmetric LDA for consistency and classification, and about the same in the other comparisons.
[ "Dongwoo Kim, Yeonseung Chung, Alice Oh", "['Dongwoo Kim' 'Yeonseung Chung' 'Alice Oh']" ]
cs.CC cs.DS cs.LG
null
1205.1183
null
null
http://arxiv.org/pdf/1205.1183v2
2013-04-18T05:39:19Z
2012-05-06T06:03:27Z
On the Complexity of Trial and Error
Motivated by certain applications from physics, biochemistry, economics, and computer science, in which the objects under investigation are not accessible because of various limitations, we propose a trial-and-error model to examine algorithmic issues in such situations. Given a search problem with a hidden input, we are asked to find a valid solution, to find which we can propose candidate solutions (trials), and use observed violations (errors), to prepare future proposals. In accordance with our motivating applications, we consider the fairly broad class of constraint satisfaction problems, and assume that errors are signaled by a verification oracle in the format of the index of a violated constraint (with the content of the constraint still hidden). Our discoveries are summarized as follows. On one hand, despite the seemingly very little information provided by the verification oracle, efficient algorithms do exist for a number of important problems. For the Nash, Core, Stable Matching, and SAT problems, the unknown-input versions are as hard as the corresponding known-input versions, up to a factor of polynomial. We further give almost tight bounds on the latter two problems' trial complexities. On the other hand, there are problems whose complexities are substantially increased in the unknown-input model. In particular, no time-efficient algorithms exist (under standard hardness assumptions) for Graph Isomorphism and Group Isomorphism problems. The tools used to achieve these results include order theory, strong ellipsoid method, and some non-standard reductions. Our model investigates the value of information, and our results demonstrate that the lack of input information can introduce various levels of extra difficulty. The model exhibits intimate connections with (and we hope can also serve as a useful supplement to) certain existing learning and complexity theories.
[ "['Xiaohui Bei' 'Ning Chen' 'Shengyu Zhang']", "Xiaohui Bei, Ning Chen, Shengyu Zhang" ]
stat.ML cs.LG
null
1205.1240
null
null
http://arxiv.org/pdf/1205.1240v1
2012-05-06T19:54:33Z
2012-05-06T19:54:33Z
Convex Relaxation for Combinatorial Penalties
In this paper, we propose an unifying view of several recently proposed structured sparsity-inducing norms. We consider the situation of a model simultaneously (a) penalized by a set- function de ned on the support of the unknown parameter vector which represents prior knowledge on supports, and (b) regularized in Lp-norm. We show that the natural combinatorial optimization problems obtained may be relaxed into convex optimization problems and introduce a notion, the lower combinatorial envelope of a set-function, that characterizes the tightness of our relaxations. We moreover establish links with norms based on latent representations including the latent group Lasso and block-coding, and with norms obtained from submodular functions.
[ "Guillaume Obozinski (INRIA Paris - Rocquencourt, LIENS), Francis Bach\n (INRIA Paris - Rocquencourt, LIENS)", "['Guillaume Obozinski' 'Francis Bach']" ]
stat.ML cs.LG stat.CO
null
1205.1245
null
null
http://arxiv.org/pdf/1205.1245v2
2013-02-06T09:36:02Z
2012-05-06T20:18:13Z
Sparse group lasso and high dimensional multinomial classification
The sparse group lasso optimization problem is solved using a coordinate gradient descent algorithm. The algorithm is applicable to a broad class of convex loss functions. Convergence of the algorithm is established, and the algorithm is used to investigate the performance of the multinomial sparse group lasso classifier. On three different real data examples the multinomial group lasso clearly outperforms multinomial lasso in terms of achieved classification error rate and in terms of including fewer features for the classification. The run-time of our sparse group lasso implementation is of the same order of magnitude as the multinomial lasso algorithm implemented in the R package glmnet. Our implementation scales well with the problem size. One of the high dimensional examples considered is a 50 class classification problem with 10k features, which amounts to estimating 500k parameters. The implementation is available as the R package msgl.
[ "Martin Vincent, Niels Richard Hansen", "['Martin Vincent' 'Niels Richard Hansen']" ]
stat.ML cs.LG stat.AP
10.1109/TBME.2012.2226175
1205.1287
null
null
http://arxiv.org/abs/1205.1287v7
2014-11-02T05:38:50Z
2012-05-07T06:15:15Z
Compressed Sensing for Energy-Efficient Wireless Telemonitoring of Noninvasive Fetal ECG via Block Sparse Bayesian Learning
Fetal ECG (FECG) telemonitoring is an important branch in telemedicine. The design of a telemonitoring system via a wireless body-area network with low energy consumption for ambulatory use is highly desirable. As an emerging technique, compressed sensing (CS) shows great promise in compressing/reconstructing data with low energy consumption. However, due to some specific characteristics of raw FECG recordings such as non-sparsity and strong noise contamination, current CS algorithms generally fail in this application. This work proposes to use the block sparse Bayesian learning (BSBL) framework to compress/reconstruct non-sparse raw FECG recordings. Experimental results show that the framework can reconstruct the raw recordings with high quality. Especially, the reconstruction does not destroy the interdependence relation among the multichannel recordings. This ensures that the independent component analysis decomposition of the reconstructed recordings has high fidelity. Furthermore, the framework allows the use of a sparse binary sensing matrix with much fewer nonzero entries to compress recordings. Particularly, each column of the matrix can contain only two nonzero entries. This shows the framework, compared to other algorithms such as current CS algorithms and wavelet algorithms, can greatly reduce code execution in CPU in the data compression stage.
[ "['Zhilin Zhang' 'Tzyy-Ping Jung' 'Scott Makeig' 'Bhaskar D. Rao']", "Zhilin Zhang, Tzyy-Ping Jung, Scott Makeig, Bhaskar D. Rao" ]
cs.CR cs.LG
null
1205.1357
null
null
http://arxiv.org/pdf/1205.1357v1
2012-05-07T12:16:27Z
2012-05-07T12:16:27Z
Detecting Spammers via Aggregated Historical Data Set
The battle between email service providers and senders of mass unsolicited emails (Spam) continues to gain traction. Vast numbers of Spam emails are sent mainly from automatic botnets distributed over the world. One method for mitigating Spam in a computationally efficient manner is fast and accurate blacklisting of the senders. In this work we propose a new sender reputation mechanism that is based on an aggregated historical data-set which encodes the behavior of mail transfer agents over time. A historical data-set is created from labeled logs of received emails. We use machine learning algorithms to build a model that predicts the \emph{spammingness} of mail transfer agents in the near future. The proposed mechanism is targeted mainly at large enterprises and email service providers and can be used for updating both the black and the white lists. We evaluate the proposed mechanism using 9.5M anonymized log entries obtained from the biggest Internet service provider in Europe. Experiments show that proposed method detects more than 94% of the Spam emails that escaped the blacklist (i.e., TPR), while having less than 0.5% false-alarms. Therefore, the effectiveness of the proposed method is much higher than of previously reported reputation mechanisms, which rely on emails logs. In addition, the proposed method, when used for updating both the black and white lists, eliminated the need in automatic content inspection of 4 out of 5 incoming emails, which resulted in dramatic reduction in the filtering computational load.
[ "['Eitan Menahem' 'Rami Puzis']", "Eitan Menahem and Rami Puzis" ]
cs.SI cs.LG physics.soc-ph
null
1205.1456
null
null
http://arxiv.org/pdf/1205.1456v1
2012-05-07T16:45:09Z
2012-05-07T16:45:09Z
Dynamic Multi-Relational Chinese Restaurant Process for Analyzing Influences on Users in Social Media
We study the problem of analyzing influence of various factors affecting individual messages posted in social media. The problem is challenging because of various types of influences propagating through the social media network that act simultaneously on any user. Additionally, the topic composition of the influencing factors and the susceptibility of users to these influences evolve over time. This problem has not studied before, and off-the-shelf models are unsuitable for this purpose. To capture the complex interplay of these various factors, we propose a new non-parametric model called the Dynamic Multi-Relational Chinese Restaurant Process. This accounts for the user network for data generation and also allows the parameters to evolve over time. Designing inference algorithms for this model suited for large scale social-media data is another challenge. To this end, we propose a scalable and multi-threaded inference algorithm based on online Gibbs Sampling. Extensive evaluations on large-scale Twitter and Facebook data show that the extracted topics when applied to authorship and commenting prediction outperform state-of-the-art baselines. More importantly, our model produces valuable insights on topic trends and user personality trends, beyond the capability of existing approaches.
[ "Himabindu Lakkaraju, Indrajit Bhattacharya, Chiranjib Bhattacharyya", "['Himabindu Lakkaraju' 'Indrajit Bhattacharya' 'Chiranjib Bhattacharyya']" ]
math.OC cs.IT cs.LG math.IT math.ST stat.ML stat.TH
null
1205.1482
null
null
http://arxiv.org/pdf/1205.1482v3
2012-11-01T20:28:03Z
2012-05-07T18:55:04Z
Risk estimation for matrix recovery with spectral regularization
In this paper, we develop an approach to recursively estimate the quadratic risk for matrix recovery problems regularized with spectral functions. Toward this end, in the spirit of the SURE theory, a key step is to compute the (weak) derivative and divergence of a solution with respect to the observations. As such a solution is not available in closed form, but rather through a proximal splitting algorithm, we propose to recursively compute the divergence from the sequence of iterates. A second challenge that we unlocked is the computation of the (weak) derivative of the proximity operator of a spectral function. To show the potential applicability of our approach, we exemplify it on a matrix completion problem to objectively and automatically select the regularization parameter.
[ "Charles-Alban Deledalle (CEREMADE), Samuel Vaiter (CEREMADE), Gabriel\n Peyr\\'e (CEREMADE), Jalal Fadili (GREYC), Charles Dossal (IMB)", "['Charles-Alban Deledalle' 'Samuel Vaiter' 'Gabriel Peyré' 'Jalal Fadili'\n 'Charles Dossal']" ]
stat.ML cs.LG
null
1205.1496
null
null
http://arxiv.org/pdf/1205.1496v2
2012-05-08T18:27:52Z
2012-05-07T19:55:31Z
Graph-based Learning with Unbalanced Clusters
Graph construction is a crucial step in spectral clustering (SC) and graph-based semi-supervised learning (SSL). Spectral methods applied on standard graphs such as full-RBF, $\epsilon$-graphs and $k$-NN graphs can lead to poor performance in the presence of proximal and unbalanced data. This is because spectral methods based on minimizing RatioCut or normalized cut on these graphs tend to put more importance on balancing cluster sizes over reducing cut values. We propose a novel graph construction technique and show that the RatioCut solution on this new graph is able to handle proximal and unbalanced data. Our method is based on adaptively modulating the neighborhood degrees in a $k$-NN graph, which tends to sparsify neighborhoods in low density regions. Our method adapts to data with varying levels of unbalancedness and can be naturally used for small cluster detection. We justify our ideas through limit cut analysis. Unsupervised and semi-supervised experiments on synthetic and real data sets demonstrate the superiority of our method.
[ "['Jing Qian' 'Venkatesh Saligrama' 'Manqi Zhao']", "Jing Qian, Venkatesh Saligrama, Manqi Zhao" ]
stat.ML cs.LG
null
1205.1782
null
null
http://arxiv.org/pdf/1205.1782v2
2012-05-21T16:30:22Z
2012-05-08T19:22:43Z
Approximate Dynamic Programming By Minimizing Distributionally Robust Bounds
Approximate dynamic programming is a popular method for solving large Markov decision processes. This paper describes a new class of approximate dynamic programming (ADP) methods- distributionally robust ADP-that address the curse of dimensionality by minimizing a pessimistic bound on the policy loss. This approach turns ADP into an optimization problem, for which we derive new mathematical program formulations and analyze its properties. DRADP improves on the theoretical guarantees of existing ADP methods-it guarantees convergence and L1 norm based error bounds. The empirical evaluation of DRADP shows that the theoretical guarantees translate well into good performance on benchmark problems.
[ "Marek Petrik", "['Marek Petrik']" ]
cs.LG stat.ML
null
1205.1828
null
null
http://arxiv.org/pdf/1205.1828v1
2012-05-08T21:12:03Z
2012-05-08T21:12:03Z
The Natural Gradient by Analogy to Signal Whitening, and Recipes and Tricks for its Use
The natural gradient allows for more efficient gradient descent by removing dependencies and biases inherent in a function's parameterization. Several papers present the topic thoroughly and precisely. It remains a very difficult idea to get your head around however. The intent of this note is to provide simple intuition for the natural gradient and its use. We review how an ill conditioned parameter space can undermine learning, introduce the natural gradient by analogy to the more widely understood concept of signal whitening, and present tricks and specific prescriptions for applying the natural gradient to learning problems.
[ "['Jascha Sohl-Dickstein']", "Jascha Sohl-Dickstein" ]
cs.LG physics.data-an
null
1205.1925
null
null
http://arxiv.org/pdf/1205.1925v1
2012-05-09T09:49:37Z
2012-05-09T09:49:37Z
Hamiltonian Annealed Importance Sampling for partition function estimation
We introduce an extension to annealed importance sampling that uses Hamiltonian dynamics to rapidly estimate normalization constants. We demonstrate this method by computing log likelihoods in directed and undirected probabilistic image models. We compare the performance of linear generative models with both Gaussian and Laplace priors, product of experts models with Laplace and Student's t experts, the mc-RBM, and a bilinear generative model. We provide code to compare additional models.
[ "['Jascha Sohl-Dickstein' 'Benjamin J. Culpepper']", "Jascha Sohl-Dickstein and Benjamin J. Culpepper" ]
math.FA cs.LG
null
1205.1928
null
null
http://arxiv.org/pdf/1205.1928v3
2012-07-17T10:36:07Z
2012-05-09T10:01:09Z
The representer theorem for Hilbert spaces: a necessary and sufficient condition
A family of regularization functionals is said to admit a linear representer theorem if every member of the family admits minimizers that lie in a fixed finite dimensional subspace. A recent characterization states that a general class of regularization functionals with differentiable regularizer admits a linear representer theorem if and only if the regularization term is a non-decreasing function of the norm. In this report, we improve over such result by replacing the differentiability assumption with lower semi-continuity and deriving a proof that is independent of the dimensionality of the space.
[ "Francesco Dinuzzo, Bernhard Sch\\\"olkopf", "['Francesco Dinuzzo' 'Bernhard Schölkopf']" ]
physics.data-an cs.LG
null
1205.1939
null
null
http://arxiv.org/pdf/1205.1939v1
2012-05-09T11:14:00Z
2012-05-09T11:14:00Z
Hamiltonian Monte Carlo with Reduced Momentum Flips
Hamiltonian Monte Carlo (or hybrid Monte Carlo) with partial momentum refreshment explores the state space more slowly than it otherwise would due to the momentum reversals which occur on proposal rejection. These cause trajectories to double back on themselves, leading to random walk behavior on timescales longer than the typical rejection time, and leading to slower mixing. I present a technique by which the number of momentum reversals can be reduced. This is accomplished by maintaining the net exchange of probability between states with opposite momenta, but reducing the rate of exchange in both directions such that it is 0 in one direction. An experiment illustrates these reduced momentum flips accelerating mixing for a particular distribution.
[ "['Jascha Sohl-Dickstein']", "Jascha Sohl-Dickstein" ]
cs.SI cs.LG physics.soc-ph stat.ML
null
1205.2056
null
null
http://arxiv.org/pdf/1205.2056v1
2012-05-09T18:20:32Z
2012-05-09T18:20:32Z
Dynamic Behavioral Mixed-Membership Model for Large Evolving Networks
The majority of real-world networks are dynamic and extremely large (e.g., Internet Traffic, Twitter, Facebook, ...). To understand the structural behavior of nodes in these large dynamic networks, it may be necessary to model the dynamics of behavioral roles representing the main connectivity patterns over time. In this paper, we propose a dynamic behavioral mixed-membership model (DBMM) that captures the roles of nodes in the graph and how they evolve over time. Unlike other node-centric models, our model is scalable for analyzing large dynamic networks. In addition, DBMM is flexible, parameter-free, has no functional form or parameterization, and is interpretable (identifies explainable patterns). The performance results indicate our approach can be applied to very large networks while the experimental results show that our model uncovers interesting patterns underlying the dynamics of these networks.
[ "['Ryan Rossi' 'Brian Gallagher' 'Jennifer Neville' 'Keith Henderson']", "Ryan Rossi, Brian Gallagher, Jennifer Neville, Keith Henderson" ]
cs.LG
null
1205.2151
null
null
http://arxiv.org/pdf/1205.2151v1
2012-05-10T03:31:39Z
2012-05-10T03:31:39Z
A Converged Algorithm for Tikhonov Regularized Nonnegative Matrix Factorization with Automatic Regularization Parameters Determination
We present a converged algorithm for Tikhonov regularized nonnegative matrix factorization (NMF). We specially choose this regularization because it is known that Tikhonov regularized least square (LS) is the more preferable form in solving linear inverse problems than the conventional LS. Because an NMF problem can be decomposed into LS subproblems, it can be expected that Tikhonov regularized NMF will be the more appropriate approach in solving NMF problems. The algorithm is derived using additive update rules which have been shown to have convergence guarantee. We equip the algorithm with a mechanism to automatically determine the regularization parameters based on the L-curve, a well-known concept in the inverse problems community, but is rather unknown in the NMF research. The introduction of this algorithm thus solves two inherent problems in Tikhonov regularized NMF algorithm research, i.e., convergence guarantee and regularization parameters determination.
[ "Andri Mirzal", "['Andri Mirzal']" ]
stat.ML cs.LG
null
1205.2171
null
null
http://arxiv.org/pdf/1205.2171v2
2015-07-15T18:42:11Z
2012-05-10T07:01:00Z
A Generalized Kernel Approach to Structured Output Learning
We study the problem of structured output learning from a regression perspective. We first provide a general formulation of the kernel dependency estimation (KDE) problem using operator-valued kernels. We show that some of the existing formulations of this problem are special cases of our framework. We then propose a covariance-based operator-valued kernel that allows us to take into account the structure of the kernel feature space. This kernel operates on the output space and encodes the interactions between the outputs without any reference to the input space. To address this issue, we introduce a variant of our KDE method based on the conditional covariance operator that in addition to the correlation between the outputs takes into account the effects of the input variables. Finally, we evaluate the performance of our KDE approach using both covariance and conditional covariance kernels on two structured output problems, and compare it to the state-of-the-art kernel-based structured output regression methods.
[ "Hachem Kadri (INRIA Lille - Nord Europe), Mohammad Ghavamzadeh (INRIA\n Lille - Nord Europe), Philippe Preux (INRIA Lille - Nord Europe)", "['Hachem Kadri' 'Mohammad Ghavamzadeh' 'Philippe Preux']" ]
stat.ML cs.LG physics.data-an
null
1205.2172
null
null
http://arxiv.org/pdf/1205.2172v2
2012-10-05T06:22:14Z
2012-05-10T07:02:20Z
Modularity-Based Clustering for Network-Constrained Trajectories
We present a novel clustering approach for moving object trajectories that are constrained by an underlying road network. The approach builds a similarity graph based on these trajectories then uses modularity-optimization hiearchical graph clustering to regroup trajectories with similar profiles. Our experimental study shows the superiority of the proposed approach over classic hierarchical clustering and gives a brief insight to visualization of the clustering results.
[ "['Mohamed Khalil El Mahrsi' 'Fabrice Rossi']", "Mohamed Khalil El Mahrsi (LTCI), Fabrice Rossi (SAMM)" ]
cs.LG
null
1205.2265
null
null
http://arxiv.org/pdf/1205.2265v2
2012-10-04T06:49:29Z
2012-05-08T23:06:06Z
Efficient Constrained Regret Minimization
Online learning constitutes a mathematical and compelling framework to analyze sequential decision making problems in adversarial environments. The learner repeatedly chooses an action, the environment responds with an outcome, and then the learner receives a reward for the played action. The goal of the learner is to maximize his total reward. However, there are situations in which, in addition to maximizing the cumulative reward, there are some additional constraints on the sequence of decisions that must be satisfied on average by the learner. In this paper we study an extension to the online learning where the learner aims to maximize the total reward given that some additional constraints need to be satisfied. By leveraging on the theory of Lagrangian method in constrained optimization, we propose Lagrangian exponentially weighted average (LEWA) algorithm, which is a primal-dual variant of the well known exponentially weighted average algorithm, to efficiently solve constrained online decision making problems. Using novel theoretical analysis, we establish the regret and the violation of the constraint bounds in full information and bandit feedback models.
[ "['Mehrdad Mahdavi' 'Tianbao Yang' 'Rong Jin']", "Mehrdad Mahdavi, Tianbao Yang, Rong Jin" ]
stat.ML cs.DC cs.LG
null
1205.2282
null
null
http://arxiv.org/pdf/1205.2282v1
2012-05-10T14:44:31Z
2012-05-10T14:44:31Z
A Discussion on Parallelization Schemes for Stochastic Vector Quantization Algorithms
This paper studies parallelization schemes for stochastic Vector Quantization algorithms in order to obtain time speed-ups using distributed resources. We show that the most intuitive parallelization scheme does not lead to better performances than the sequential algorithm. Another distributed scheme is therefore introduced which obtains the expected speed-ups. Then, it is improved to fit implementation on distributed architectures where communications are slow and inter-machines synchronization too costly. The schemes are tested with simulated distributed architectures and, for the last one, with Microsoft Windows Azure platform obtaining speed-ups up to 32 Virtual Machines.
[ "Matthieu Durut (LTCI), Beno\\^it Patra (LSTA), Fabrice Rossi (SAMM)", "['Matthieu Durut' 'Benoît Patra' 'Fabrice Rossi']" ]
cs.LG math.OC stat.CO stat.ML
null
1205.2334
null
null
http://arxiv.org/pdf/1205.2334v2
2012-05-30T00:49:30Z
2012-05-10T18:25:06Z
Sparse Approximation via Penalty Decomposition Methods
In this paper we consider sparse approximation problems, that is, general $l_0$ minimization problems with the $l_0$-"norm" of a vector being a part of constraints or objective function. In particular, we first study the first-order optimality conditions for these problems. We then propose penalty decomposition (PD) methods for solving them in which a sequence of penalty subproblems are solved by a block coordinate descent (BCD) method. Under some suitable assumptions, we establish that any accumulation point of the sequence generated by the PD methods satisfies the first-order optimality conditions of the problems. Furthermore, for the problems in which the $l_0$ part is the only nonconvex part, we show that such an accumulation point is a local minimizer of the problems. In addition, we show that any accumulation point of the sequence generated by the BCD method is a saddle point of the penalty subproblem. Moreover, for the problems in which the $l_0$ part is the only nonconvex part, we establish that such an accumulation point is a local minimizer of the penalty subproblem. Finally, we test the performance of our PD methods by applying them to sparse logistic regression, sparse inverse covariance selection, and compressed sensing problems. The computational results demonstrate that our methods generally outperform the existing methods in terms of solution quality and/or speed.
[ "['Zhaosong Lu' 'Yong Zhang']", "Zhaosong Lu and Yong Zhang" ]
cs.NA cs.LG math.OC
null
1205.2584
null
null
http://arxiv.org/pdf/1205.2584v2
2012-09-13T03:14:12Z
2012-05-11T17:26:21Z
Low Complexity Damped Gauss-Newton Algorithms for CANDECOMP/PARAFAC
The damped Gauss-Newton (dGN) algorithm for CANDECOMP/PARAFAC (CP) decomposition can handle the challenges of collinearity of factors and different magnitudes of factors; nevertheless, for factorization of an $N$-D tensor of size $I_1\times I_N$ with rank $R$, the algorithm is computationally demanding due to construction of large approximate Hessian of size $(RT \times RT)$ and its inversion where $T = \sum_n I_n$. In this paper, we propose a fast implementation of the dGN algorithm which is based on novel expressions of the inverse approximate Hessian in block form. The new implementation has lower computational complexity, besides computation of the gradient (this part is common to both methods), requiring the inversion of a matrix of size $NR^2\times NR^2$, which is much smaller than the whole approximate Hessian, if $T \gg NR$. In addition, the implementation has lower memory requirements, because neither the Hessian nor its inverse never need to be stored in their entirety. A variant of the algorithm working with complex valued data is proposed as well. Complexity and performance of the proposed algorithm is compared with those of dGN and ALS with line search on examples of difficult benchmark tensors.
[ "['Anh Huy Phan' 'Petr Tichavský' 'Andrzej Cichocki']", "Anh Huy Phan and Petr Tichavsk\\'y and Andrzej Cichocki" ]
stat.ML cs.LG
null
1205.2599
null
null
http://arxiv.org/pdf/1205.2599v1
2012-05-09T18:49:04Z
2012-05-09T18:49:04Z
On the Identifiability of the Post-Nonlinear Causal Model
By taking into account the nonlinear effect of the cause, the inner noise effect, and the measurement distortion effect in the observed variables, the post-nonlinear (PNL) causal model has demonstrated its excellent performance in distinguishing the cause from effect. However, its identifiability has not been properly addressed, and how to apply it in the case of more than two variables is also a problem. In this paper, we conduct a systematic investigation on its identifiability in the two-variable case. We show that this model is identifiable in most cases; by enumerating all possible situations in which the model is not identifiable, we provide sufficient conditions for its identifiability. Simulations are given to support the theoretical results. Moreover, in the case of more than two variables, we show that the whole causal structure can be found by applying the PNL causal model to each structure in the Markov equivalent class and testing if the disturbance is independent of the direct causes for each variable. In this way the exhaustive search over all possible causal structures is avoided.
[ "['Kun Zhang' 'Aapo Hyvarinen']", "Kun Zhang, Aapo Hyvarinen" ]
cs.LG
null
1205.2600
null
null
http://arxiv.org/pdf/1205.2600v1
2012-05-09T18:48:23Z
2012-05-09T18:48:23Z
A Uniqueness Theorem for Clustering
Despite the widespread use of Clustering, there is distressingly little general theory of clustering available. Questions like "What distinguishes a clustering of data from other data partitioning?", "Are there any principles governing all clustering paradigms?", "How should a user choose an appropriate clustering algorithm for a particular task?", etc. are almost completely unanswered by the existing body of clustering literature. We consider an axiomatic approach to the theory of Clustering. We adopt the framework of Kleinberg, [Kle03]. By relaxing one of Kleinberg's clustering axioms, we sidestep his impossibility result and arrive at a consistent set of axioms. We suggest to extend these axioms, aiming to provide an axiomatic taxonomy of clustering paradigms. Such a taxonomy should provide users some guidance concerning the choice of the appropriate clustering paradigm for a given task. The main result of this paper is a set of abstract properties that characterize the Single-Linkage clustering function. This characterization result provides new insight into the properties of desired data groupings that make Single-Linkage the appropriate choice. We conclude by considering a taxonomy of clustering functions based on abstract properties that each satisfies.
[ "['Reza Bosagh Zadeh' 'Shai Ben-David']", "Reza Bosagh Zadeh, Shai Ben-David" ]
cs.LG
null
1205.2602
null
null
http://arxiv.org/pdf/1205.2602v1
2012-05-09T18:46:51Z
2012-05-09T18:46:51Z
The Entire Quantile Path of a Risk-Agnostic SVM Classifier
A quantile binary classifier uses the rule: Classify x as +1 if P(Y = 1|X = x) >= t, and as -1 otherwise, for a fixed quantile parameter t {[0, 1]. It has been shown that Support Vector Machines (SVMs) in the limit are quantile classifiers with t = 1/2 . In this paper, we show that by using asymmetric cost of misclassification SVMs can be appropriately extended to recover, in the limit, the quantile binary classifier for any t. We then present a principled algorithm to solve the extended SVM classifier for all values of t simultaneously. This has two implications: First, one can recover the entire conditional distribution P(Y = 1|X = x) = t for t {[0, 1]. Second, we can build a risk-agnostic SVM classifier where the cost of misclassification need not be known apriori. Preliminary numerical experiments show the effectiveness of the proposed algorithm.
[ "Jin Yu, S. V.N. Vishwanatan, Jian Zhang", "['Jin Yu' 'S. V. N. Vishwanatan' 'Jian Zhang']" ]
stat.ML cs.LG
null
1205.2604
null
null
http://arxiv.org/pdf/1205.2604v1
2012-05-09T18:43:56Z
2012-05-09T18:43:56Z
The Infinite Latent Events Model
We present the Infinite Latent Events Model, a nonparametric hierarchical Bayesian distribution over infinite dimensional Dynamic Bayesian Networks with binary state representations and noisy-OR-like transitions. The distribution can be used to learn structure in discrete timeseries data by simultaneously inferring a set of latent events, which events fired at each timestep, and how those events are causally linked. We illustrate the model on a sound factorization task, a network topology identification task, and a video game task.
[ "David Wingate, Noah Goodman, Daniel Roy, Joshua Tenenbaum", "['David Wingate' 'Noah Goodman' 'Daniel Roy' 'Joshua Tenenbaum']" ]
cs.LG stat.ML
null
1205.2605
null
null
http://arxiv.org/pdf/1205.2605v1
2012-05-09T18:42:06Z
2012-05-09T18:42:06Z
Herding Dynamic Weights for Partially Observed Random Field Models
Learning the parameters of a (potentially partially observable) random field model is intractable in general. Instead of focussing on a single optimal parameter value we propose to treat parameters as dynamical quantities. We introduce an algorithm to generate complex dynamics for parameters and (both visible and hidden) state vectors. We show that under certain conditions averages computed over trajectories of the proposed dynamical system converge to averages computed over the data. Our "herding dynamics" does not require expensive operations such as exponentiation and is fully deterministic.
[ "Max Welling", "['Max Welling']" ]
cs.LG cs.AI
null
1205.2606
null
null
http://arxiv.org/pdf/1205.2606v1
2012-05-09T18:40:40Z
2012-05-09T18:40:40Z
Exploring compact reinforcement-learning representations with linear regression
This paper presents a new algorithm for online linear regression whose efficiency guarantees satisfy the requirements of the KWIK (Knows What It Knows) framework. The algorithm improves on the complexity bounds of the current state-of-the-art procedure in this setting. We explore several applications of this algorithm for learning compact reinforcement-learning representations. We show that KWIK linear regression can be used to learn the reward function of a factored MDP and the probabilities of action outcomes in Stochastic STRIPS and Object Oriented MDPs, none of which have been proven to be efficiently learnable in the RL setting before. We also combine KWIK linear regression with other KWIK learners to learn larger portions of these models, including experiments on learning factored MDP transition and reward functions together.
[ "Thomas J. Walsh, Istvan Szita, Carlos Diuk, Michael L. Littman", "['Thomas J. Walsh' 'Istvan Szita' 'Carlos Diuk' 'Michael L. Littman']" ]
cs.LG stat.ML
null
1205.2608
null
null
http://arxiv.org/pdf/1205.2608v1
2012-05-09T18:38:39Z
2012-05-09T18:38:39Z
Temporal-Difference Networks for Dynamical Systems with Continuous Observations and Actions
Temporal-difference (TD) networks are a class of predictive state representations that use well-established TD methods to learn models of partially observable dynamical systems. Previous research with TD networks has dealt only with dynamical systems with finite sets of observations and actions. We present an algorithm for learning TD network representations of dynamical systems with continuous observations and actions. Our results show that the algorithm is capable of learning accurate and robust models of several noisy continuous dynamical systems. The algorithm presented here is the first fully incremental method for learning a predictive representation of a continuous dynamical system.
[ "Christopher M. Vigorito", "['Christopher M. Vigorito']" ]
stat.ML cs.LG
null
1205.2609
null
null
http://arxiv.org/pdf/1205.2609v1
2012-05-09T18:37:50Z
2012-05-09T18:37:50Z
Which Spatial Partition Trees are Adaptive to Intrinsic Dimension?
Recent theory work has found that a special type of spatial partition tree - called a random projection tree - is adaptive to the intrinsic dimension of the data from which it is built. Here we examine this same question, with a combination of theory and experiments, for a broader class of trees that includes k-d trees, dyadic trees, and PCA trees. Our motivation is to get a feel for (i) the kind of intrinsic low dimensional structure that can be empirically verified, (ii) the extent to which a spatial partition can exploit such structure, and (iii) the implications for standard statistical tasks such as regression, vector quantization, and nearest neighbor search.
[ "['Nakul Verma' 'Samory Kpotufe' 'Sanjoy Dasgupta']", "Nakul Verma, Samory Kpotufe, Sanjoy Dasgupta" ]
cs.LG
null
1205.2610
null
null
http://arxiv.org/pdf/1205.2610v1
2012-05-09T18:36:39Z
2012-05-09T18:36:39Z
Probabilistic Structured Predictors
We consider MAP estimators for structured prediction with exponential family models. In particular, we concentrate on the case that efficient algorithms for uniform sampling from the output space exist. We show that under this assumption (i) exact computation of the partition function remains a hard problem, and (ii) the partition function and the gradient of the log partition function can be approximated efficiently. Our main result is an approximation scheme for the partition function based on Markov Chain Monte Carlo theory. We also show that the efficient uniform sampling assumption holds in several application settings that are of importance in machine learning.
[ "['Shankar Vembu' 'Thomas Gartner' 'Mario Boley']", "Shankar Vembu, Thomas Gartner, Mario Boley" ]
cs.IR cs.LG
null
1205.2611
null
null
http://arxiv.org/pdf/1205.2611v1
2012-05-09T18:35:35Z
2012-05-09T18:35:35Z
Ordinal Boltzmann Machines for Collaborative Filtering
Collaborative filtering is an effective recommendation technique wherein the preference of an individual can potentially be predicted based on preferences of other members. Early algorithms often relied on the strong locality in the preference data, that is, it is enough to predict preference of a user on a particular item based on a small subset of other users with similar tastes or of other items with similar properties. More recently, dimensionality reduction techniques have proved to be equally competitive, and these are based on the co-occurrence patterns rather than locality. This paper explores and extends a probabilistic model known as Boltzmann Machine for collaborative filtering tasks. It seamlessly integrates both the similarity and co-occurrence in a principled manner. In particular, we study parameterisation options to deal with the ordinal nature of the preferences, and propose a joint modelling of both the user-based and item-based processes. Experiments on moderate and large-scale movie recommendation show that our framework rivals existing well-known methods.
[ "['Tran The Truyen' 'Dinh Q. Phung' 'Svetha Venkatesh']", "Tran The Truyen, Dinh Q. Phung, Svetha Venkatesh" ]
cs.LG stat.ML
null
1205.2612
null
null
http://arxiv.org/pdf/1205.2612v1
2012-05-09T18:33:52Z
2012-05-09T18:33:52Z
Computing Posterior Probabilities of Structural Features in Bayesian Networks
We study the problem of learning Bayesian network structures from data. Koivisto and Sood (2004) and Koivisto (2006) presented algorithms that can compute the exact marginal posterior probability of a subnetwork, e.g., a single edge, in O(n2n) time and the posterior probabilities for all n(n-1) potential edges in O(n2n) total time, assuming that the number of parents per node or the indegree is bounded by a constant. One main drawback of their algorithms is the requirement of a special structure prior that is non uniform and does not respect Markov equivalence. In this paper, we develop an algorithm that can compute the exact posterior probability of a subnetwork in O(3n) time and the posterior probabilities for all n(n-1) potential edges in O(n3n) total time. Our algorithm also assumes a bounded indegree but allows general structure priors. We demonstrate the applicability of the algorithm on several data sets with up to 20 variables.
[ "['Jin Tian' 'Ru He']", "Jin Tian, Ru He" ]
cs.LG stat.ML
null
1205.2614
null
null
http://arxiv.org/pdf/1205.2614v1
2012-05-09T18:30:23Z
2012-05-09T18:30:23Z
Products of Hidden Markov Models: It Takes N>1 to Tango
Products of Hidden Markov Models(PoHMMs) are an interesting class of generative models which have received little attention since their introduction. This maybe in part due to their more computationally expensive gradient-based learning algorithm,and the intractability of computing the log likelihood of sequences under the model. In this paper, we demonstrate how the partition function can be estimated reliably via Annealed Importance Sampling. We perform experiments using contrastive divergence learning on rainfall data and data captured from pairs of people dancing. Our results suggest that advances in learning and evaluation for undirected graphical models and recent increases in available computing power make PoHMMs worth considering for complex time-series modeling tasks.
[ "['Graham W Taylor' 'Geoffrey E. Hinton']", "Graham W Taylor, Geoffrey E. Hinton" ]
stat.ML cs.LG stat.ME
null
1205.2617
null
null
http://arxiv.org/pdf/1205.2617v1
2012-05-09T18:26:23Z
2012-05-09T18:26:23Z
Modeling Discrete Interventional Data using Directed Cyclic Graphical Models
We outline a representation for discrete multivariate distributions in terms of interventional potential functions that are globally normalized. This representation can be used to model the effects of interventions, and the independence properties encoded in this model can be represented as a directed graph that allows cycles. In addition to discussing inference and sampling with this representation, we give an exponential family parametrization that allows parameter estimation to be stated as a convex optimization problem; we also give a convex relaxation of the task of simultaneous parameter and structure learning using group l1-regularization. The model is evaluated on simulated data and intracellular flow cytometry data.
[ "['Mark Schmidt' 'Kevin Murphy']", "Mark Schmidt, Kevin Murphy" ]
cs.IR cs.LG stat.ML
null
1205.2618
null
null
http://arxiv.org/pdf/1205.2618v1
2012-05-09T18:25:09Z
2012-05-09T18:25:09Z
BPR: Bayesian Personalized Ranking from Implicit Feedback
Item recommendation is the task of predicting a personalized ranking on a set of items (e.g. websites, movies, products). In this paper, we investigate the most common scenario with implicit feedback (e.g. clicks, purchases). There are many methods for item recommendation from implicit feedback like matrix factorization (MF) or adaptive knearest-neighbor (kNN). Even though these methods are designed for the item prediction task of personalized ranking, none of them is directly optimized for ranking. In this paper we present a generic optimization criterion BPR-Opt for personalized ranking that is the maximum posterior estimator derived from a Bayesian analysis of the problem. We also provide a generic learning algorithm for optimizing models with respect to BPR-Opt. The learning method is based on stochastic gradient descent with bootstrap sampling. We show how to apply our method to two state-of-the-art recommender models: matrix factorization and adaptive kNN. Our experiments indicate that for the task of personalized ranking our optimization method outperforms the standard learning techniques for MF and kNN. The results show the importance of optimizing models for the right criterion.
[ "['Steffen Rendle' 'Christoph Freudenthaler' 'Zeno Gantner'\n 'Lars Schmidt-Thieme']", "Steffen Rendle, Christoph Freudenthaler, Zeno Gantner, Lars\n Schmidt-Thieme" ]
cs.LG cs.CE stat.ML
null
1205.2622
null
null
http://arxiv.org/pdf/1205.2622v1
2012-05-09T17:26:42Z
2012-05-09T17:26:42Z
Using the Gene Ontology Hierarchy when Predicting Gene Function
The problem of multilabel classification when the labels are related through a hierarchical categorization scheme occurs in many application domains such as computational biology. For example, this problem arises naturally when trying to automatically assign gene function using a controlled vocabularies like Gene Ontology. However, most existing approaches for predicting gene functions solve independent classification problems to predict genes that are involved in a given function category, independently of the rest. Here, we propose two simple methods for incorporating information about the hierarchical nature of the categorization scheme. In the first method, we use information about a gene's previous annotation to set an initial prior on its label. In a second approach, we extend a graph-based semi-supervised learning algorithm for predicting gene function in a hierarchy. We show that we can efficiently solve this problem by solving a linear system of equations. We compare these approaches with a previous label reconciliation-based approach. Results show that using the hierarchy information directly, compared to using reconciliation methods, improves gene function prediction.
[ "Sara Mostafavi, Quaid Morris", "['Sara Mostafavi' 'Quaid Morris']" ]
cs.LG stat.ML
null
1205.2623
null
null
http://arxiv.org/pdf/1205.2623v1
2012-05-09T17:24:52Z
2012-05-09T17:24:52Z
Virtual Vector Machine for Bayesian Online Classification
In a typical online learning scenario, a learner is required to process a large data stream using a small memory buffer. Such a requirement is usually in conflict with a learner's primary pursuit of prediction accuracy. To address this dilemma, we introduce a novel Bayesian online classi cation algorithm, called the Virtual Vector Machine. The virtual vector machine allows you to smoothly trade-off prediction accuracy with memory size. The virtual vector machine summarizes the information contained in the preceding data stream by a Gaussian distribution over the classi cation weights plus a constant number of virtual data points. The virtual data points are designed to add extra non-Gaussian information about the classi cation weights. To maintain the constant number of virtual points, the virtual vector machine adds the current real data point into the virtual point set, merges two most similar virtual points into a new virtual point or deletes a virtual point that is far from the decision boundary. The information lost in this process is absorbed into the Gaussian distribution. The extra information provided by the virtual points leads to improved predictive accuracy over previous online classification algorithms.
[ "['Thomas P. Minka' 'Rongjing Xiang' 'Yuan' 'Qi']", "Thomas P. Minka, Rongjing Xiang, Yuan (Alan) Qi" ]
cs.AI cs.LG
null
1205.2624
null
null
http://arxiv.org/pdf/1205.2624v1
2012-05-09T17:23:13Z
2012-05-09T17:23:13Z
Convexifying the Bethe Free Energy
The introduction of loopy belief propagation (LBP) revitalized the application of graphical models in many domains. Many recent works present improvements on the basic LBP algorithm in an attempt to overcome convergence and local optima problems. Notable among these are convexified free energy approximations that lead to inference procedures with provable convergence and quality properties. However, empirically LBP still outperforms most of its convex variants in a variety of settings, as we also demonstrate here. Motivated by this fact we seek convexified free energies that directly approximate the Bethe free energy. We show that the proposed approximations compare favorably with state-of-the art convex free energy approximations.
[ "['Ofer Meshi' 'Ariel Jaimovich' 'Amir Globerson' 'Nir Friedman']", "Ofer Meshi, Ariel Jaimovich, Amir Globerson, Nir Friedman" ]
cs.AI cs.LG
null
1205.2625
null
null
http://arxiv.org/pdf/1205.2625v1
2012-05-09T17:21:25Z
2012-05-09T17:21:25Z
Convergent message passing algorithms - a unifying view
Message-passing algorithms have emerged as powerful techniques for approximate inference in graphical models. When these algorithms converge, they can be shown to find local (or sometimes even global) optima of variational formulations to the inference problem. But many of the most popular algorithms are not guaranteed to converge. This has lead to recent interest in convergent message-passing algorithms. In this paper, we present a unified view of convergent message-passing algorithms. We present a simple derivation of an abstract algorithm, tree-consistency bound optimization (TCBO) that is provably convergent in both its sum and max product forms. We then show that many of the existing convergent algorithms are instances of our TCBO algorithm, and obtain novel convergent algorithms "for free" by exchanging maximizations and summations in existing algorithms. In particular, we show that Wainwright's non-convergent sum-product algorithm for tree based variational bounds, is actually convergent with the right update order for the case where trees are monotonic chains.
[ "Talya Meltzer, Amir Globerson, Yair Weiss", "['Talya Meltzer' 'Amir Globerson' 'Yair Weiss']" ]
stat.ML cs.LG
null
1205.2626
null
null
http://arxiv.org/pdf/1205.2626v1
2012-05-09T17:19:05Z
2012-05-09T17:19:05Z
Group Sparse Priors for Covariance Estimation
Recently it has become popular to learn sparse Gaussian graphical models (GGMs) by imposing l1 or group l1,2 penalties on the elements of the precision matrix. Thispenalized likelihood approach results in a tractable convex optimization problem. In this paper, we reinterpret these results as performing MAP estimation under a novel prior which we call the group l1 and l1,2 positivedefinite matrix distributions. This enables us to build a hierarchical model in which the l1 regularization terms vary depending on which group the entries are assigned to, which in turn allows us to learn block structured sparse GGMs with unknown group assignments. Exact inference in this hierarchical model is intractable, due to the need to compute the normalization constant of these matrix distributions. However, we derive upper bounds on the partition functions, which lets us use fast variational inference (optimizing a lower bound on the joint posterior). We show that on two real world data sets (motion capture and financial data), our method which infers the block structure outperforms a method that uses a fixed block structure, which in turn outperforms baseline methods that ignore block structure.
[ "Benjamin Marlin, Mark Schmidt, Kevin Murphy", "['Benjamin Marlin' 'Mark Schmidt' 'Kevin Murphy']" ]
cs.LG stat.ML
null
1205.2627
null
null
http://arxiv.org/pdf/1205.2627v1
2012-05-09T17:17:33Z
2012-05-09T17:17:33Z
Domain Knowledge Uncertainty and Probabilistic Parameter Constraints
Incorporating domain knowledge into the modeling process is an effective way to improve learning accuracy. However, as it is provided by humans, domain knowledge can only be specified with some degree of uncertainty. We propose to explicitly model such uncertainty through probabilistic constraints over the parameter space. In contrast to hard parameter constraints, our approach is effective also when the domain knowledge is inaccurate and generally results in superior modeling accuracy. We focus on generative and conditional modeling where the parameters are assigned a Dirichlet or Gaussian prior and demonstrate the framework with experiments on both synthetic and real-world data.
[ "Yi Mao, Guy Lebanon", "['Yi Mao' 'Guy Lebanon']" ]
cs.LG stat.ML
null
1205.2628
null
null
http://arxiv.org/pdf/1205.2628v1
2012-05-09T17:15:45Z
2012-05-09T17:15:45Z
Multiple Source Adaptation and the Renyi Divergence
This paper presents a novel theoretical study of the general problem of multiple source adaptation using the notion of Renyi divergence. Our results build on our previous work [12], but significantly broaden the scope of that work in several directions. We extend previous multiple source loss guarantees based on distribution weighted combinations to arbitrary target distributions P, not necessarily mixtures of the source distributions, analyze both known and unknown target distribution cases, and prove a lower bound. We further extend our bounds to deal with the case where the learner receives an approximate distribution for each source instead of the exact one, and show that similar loss guarantees can be achieved depending on the divergence between the approximate and true distributions. We also analyze the case where the labeling functions of the source domains are somewhat different. Finally, we report the results of experiments with both an artificial data set and a sentiment analysis task, showing the performance benefits of the distribution weighted combinations and the quality of our bounds based on the Renyi divergence.
[ "Yishay Mansour, Mehryar Mohri, Afshin Rostamizadeh", "['Yishay Mansour' 'Mehryar Mohri' 'Afshin Rostamizadeh']" ]
cs.LG stat.ML
null
1205.2629
null
null
http://arxiv.org/pdf/1205.2629v1
2012-05-09T17:14:10Z
2012-05-09T17:14:10Z
Interpretation and Generalization of Score Matching
Score matching is a recently developed parameter learning method that is particularly effective to complicated high dimensional density models with intractable partition functions. In this paper, we study two issues that have not been completely resolved for score matching. First, we provide a formal link between maximum likelihood and score matching. Our analysis shows that score matching finds model parameters that are more robust with noisy training data. Second, we develop a generalization of score matching. Based on this generalization, we further demonstrate an extension of score matching to models of discrete data.
[ "['Siwei Lyu']", "Siwei Lyu" ]
cs.LG cs.CV stat.ML
null
1205.2631
null
null
http://arxiv.org/pdf/1205.2631v1
2012-05-09T17:09:42Z
2012-05-09T17:09:42Z
Multi-Task Feature Learning Via Efficient l2,1-Norm Minimization
The problem of joint feature selection across a group of related tasks has applications in many areas including biomedical informatics and computer vision. We consider the l2,1-norm regularized regression model for joint feature selection from multiple tasks, which can be derived in the probabilistic framework by assuming a suitable prior from the exponential family. One appealing feature of the l2,1-norm regularization is that it encourages multiple predictors to share similar sparsity patterns. However, the resulting optimization problem is challenging to solve due to the non-smoothness of the l2,1-norm regularization. In this paper, we propose to accelerate the computation by reformulating it as two equivalent smooth convex optimization problems which are then solved via the Nesterov's method-an optimal first-order black-box method for smooth convex optimization. A key building block in solving the reformulations is the Euclidean projection. We show that the Euclidean projection for the first reformulation can be analytically computed, while the Euclidean projection for the second one can be computed in linear time. Empirical evaluations on several data sets verify the efficiency of the proposed algorithms.
[ "Jun Liu, Shuiwang Ji, Jieping Ye", "['Jun Liu' 'Shuiwang Ji' 'Jieping Ye']" ]
cs.DS cs.LG stat.ML
null
1205.2632
null
null
http://arxiv.org/pdf/1205.2632v1
2012-05-09T15:49:12Z
2012-05-09T15:49:12Z
Improving Compressed Counting
Compressed Counting (CC) [22] was recently proposed for estimating the ath frequency moments of data streams, where 0 < a <= 2. CC can be used for estimating Shannon entropy, which can be approximated by certain functions of the ath frequency moments as a -> 1. Monitoring Shannon entropy for anomaly detection (e.g., DDoS attacks) in large networks is an important task. This paper presents a new algorithm for improving CC. The improvement is most substantial when a -> 1--. For example, when a = 0:99, the new algorithm reduces the estimation variance roughly by 100-fold. This new algorithm would make CC considerably more practical for estimating Shannon entropy. Furthermore, the new algorithm is statistically optimal when a = 0.5.
[ "Ping Li", "['Ping Li']" ]
stat.ML cs.LG
null
1205.2640
null
null
http://arxiv.org/pdf/1205.2640v1
2012-05-09T15:31:59Z
2012-05-09T15:31:59Z
Identifying confounders using additive noise models
We propose a method for inferring the existence of a latent common cause ('confounder') of two observed random variables. The method assumes that the two effects of the confounder are (possibly nonlinear) functions of the confounder plus independent, additive noise. We discuss under which conditions the model is identifiable (up to an arbitrary reparameterization of the confounder) from the joint distribution of the effects. We state and prove a theoretical result that provides evidence for the conjecture that the model is generically identifiable under suitable technical conditions. In addition, we propose a practical method to estimate the confounder from a finite i.i.d. sample of the effects and illustrate that the method works well on both simulated and real-world data.
[ "['Dominik Janzing' 'Jonas Peters' 'Joris Mooij' 'Bernhard Schoelkopf']", "Dominik Janzing, Jonas Peters, Joris Mooij, Bernhard Schoelkopf" ]
stat.ML cs.LG stat.ME
null
1205.2641
null
null
http://arxiv.org/pdf/1205.2641v1
2012-05-09T15:30:07Z
2012-05-09T15:30:07Z
Bayesian Discovery of Linear Acyclic Causal Models
Methods for automated discovery of causal relationships from non-interventional data have received much attention recently. A widely used and well understood model family is given by linear acyclic causal models (recursive structural equation models). For Gaussian data both constraint-based methods (Spirtes et al., 1993; Pearl, 2000) (which output a single equivalence class) and Bayesian score-based methods (Geiger and Heckerman, 1994) (which assign relative scores to the equivalence classes) are available. On the contrary, all current methods able to utilize non-Gaussianity in the data (Shimizu et al., 2006; Hoyer et al., 2008) always return only a single graph or a single equivalence class, and so are fundamentally unable to express the degree of certainty attached to that output. In this paper we develop a Bayesian score-based approach able to take advantage of non-Gaussianity when estimating linear acyclic causal models, and we empirically demonstrate that, at least on very modest size networks, its accuracy is as good as or better than existing methods. We provide a complete code package (in R) which implements all algorithms and performs all of the analysis provided in the paper, and hope that this will further the application of these methods to solving causal inference problems.
[ "Patrik O. Hoyer, Antti Hyttinen", "['Patrik O. Hoyer' 'Antti Hyttinen']" ]
cs.LG cs.SY math.OC stat.CO stat.ML
null
1205.2643
null
null
http://arxiv.org/pdf/1205.2643v1
2012-05-09T15:26:47Z
2012-05-09T15:26:47Z
New inference strategies for solving Markov Decision Processes using reversible jump MCMC
In this paper we build on previous work which uses inferences techniques, in particular Markov Chain Monte Carlo (MCMC) methods, to solve parameterized control problems. We propose a number of modifications in order to make this approach more practical in general, higher-dimensional spaces. We first introduce a new target distribution which is able to incorporate more reward information from sampled trajectories. We also show how to break strong correlations between the policy parameters and sampled trajectories in order to sample more freely. Finally, we show how to incorporate these techniques in a principled manner to obtain estimates of the optimal policy.
[ "['Matthias Hoffman' 'Hendrik Kueck' 'Nando de Freitas' 'Arnaud Doucet']", "Matthias Hoffman, Hendrik Kueck, Nando de Freitas, Arnaud Doucet" ]
cs.LG cs.GT
null
1205.2646
null
null
http://arxiv.org/pdf/1205.2646v1
2012-05-09T15:16:31Z
2012-05-09T15:16:31Z
Censored Exploration and the Dark Pool Problem
We introduce and analyze a natural algorithm for multi-venue exploration from censored data, which is motivated by the Dark Pool Problem of modern quantitative finance. We prove that our algorithm converges in polynomial time to a near-optimal allocation policy; prior results for similar problems in stochastic inventory control guaranteed only asymptotic convergence and examined variants in which each venue could be treated independently. Our analysis bears a strong resemblance to that of efficient exploration/ exploitation schemes in the reinforcement learning literature. We describe an extensive experimental evaluation of our algorithm on the Dark Pool Problem using real trading data.
[ "['Kuzman Ganchev' 'Michael Kearns' 'Yuriy Nevmyvaka'\n 'Jennifer Wortman Vaughan']", "Kuzman Ganchev, Michael Kearns, Yuriy Nevmyvaka, Jennifer Wortman\n Vaughan" ]
cs.SI cs.LG physics.soc-ph stat.ML
null
1205.2648
null
null
http://arxiv.org/pdf/1205.2648v1
2012-05-09T15:13:59Z
2012-05-09T15:13:59Z
Learning Continuous-Time Social Network Dynamics
We demonstrate that a number of sociology models for social network dynamics can be viewed as continuous time Bayesian networks (CTBNs). A sampling-based approximate inference method for CTBNs can be used as the basis of an expectation-maximization procedure that achieves better accuracy in estimating the parameters of the model than the standard method of moments algorithmfromthe sociology literature. We extend the existing social network models to allow for indirect and asynchronous observations of the links. A Markov chain Monte Carlo sampling algorithm for this new model permits estimation and inference. We provide results on both a synthetic network (for verification) and real social network data.
[ "Yu Fan, Christian R. Shelton", "['Yu Fan' 'Christian R. Shelton']" ]
cs.LG stat.ML
null
1205.2650
null
null
http://arxiv.org/pdf/1205.2650v1
2012-05-09T15:09:51Z
2012-05-09T15:09:51Z
Correlated Non-Parametric Latent Feature Models
We are often interested in explaining data through a set of hidden factors or features. When the number of hidden features is unknown, the Indian Buffet Process (IBP) is a nonparametric latent feature model that does not bound the number of active features in dataset. However, the IBP assumes that all latent features are uncorrelated, making it inadequate for many realworld problems. We introduce a framework for correlated nonparametric feature models, generalising the IBP. We use this framework to generate several specific models and demonstrate applications on realworld datasets.
[ "Finale Doshi-Velez, Zoubin Ghahramani", "['Finale Doshi-Velez' 'Zoubin Ghahramani']" ]
cs.LG stat.ML
null
1205.2653
null
null
http://arxiv.org/pdf/1205.2653v1
2012-05-09T15:01:22Z
2012-05-09T15:01:22Z
L2 Regularization for Learning Kernels
The choice of the kernel is critical to the success of many learning algorithms but it is typically left to the user. Instead, the training data can be used to learn the kernel by selecting it out of a given family, such as that of non-negative linear combinations of p base kernels, constrained by a trace or L1 regularization. This paper studies the problem of learning kernels with the same family of kernels but with an L2 regularization instead, and for regression problems. We analyze the problem of learning kernels with ridge regression. We derive the form of the solution of the optimization problem and give an efficient iterative algorithm for computing that solution. We present a novel theoretical analysis of the problem based on stability and give learning bounds for orthogonal kernels that contain only an additive term O(pp/m) when compared to the standard kernel ridge regression stability bound. We also report the results of experiments indicating that L1 regularization can lead to modest improvements for a small number of kernels, but to performance degradations in larger-scale cases. In contrast, L2 regularization never degrades performance and in fact achieves significant improvements with a large number of kernels.
[ "['Corinna Cortes' 'Mehryar Mohri' 'Afshin Rostamizadeh']", "Corinna Cortes, Mehryar Mohri, Afshin Rostamizadeh" ]
cs.LG cs.IT math.IT stat.ML
null
1205.2656
null
null
http://arxiv.org/pdf/1205.2656v1
2012-05-09T14:54:51Z
2012-05-09T14:54:51Z
Convex Coding
Inspired by recent work on convex formulations of clustering (Lashkari & Golland, 2008; Nowozin & Bakir, 2008) we investigate a new formulation of the Sparse Coding Problem (Olshausen & Field, 1997). In sparse coding we attempt to simultaneously represent a sequence of data-vectors sparsely (i.e. sparse approximation (Tropp et al., 2006)) in terms of a 'code' defined by a set of basis elements, while also finding a code that enables such an approximation. As existing alternating optimization procedures for sparse coding are theoretically prone to severe local minima problems, we propose a convex relaxation of the sparse coding problem and derive a boosting-style algorithm, that (Nowozin & Bakir, 2008) serves as a convex 'master problem' which calls a (potentially non-convex) sub-problem to identify the next code element to add. Finally, we demonstrate the properties of our boosted coding algorithm on an image denoising task.
[ "['David M. Bradley' 'J Andrew Bagnell']", "David M. Bradley, J Andrew Bagnell" ]